At first it was easy enough for the children to follow the narrow winding path which the Sandman had pointed out, but soon they came to a part of the wood where the underbrush grew thicker and their path lost itself in a network of other little paths spread out as if on purpose to confuse them. Rudolf and Ann hurried along as fast as they could go, but it was hard work to make their way through the tangled undergrowth where the twisted roots set traps for their feet—and caught them, too, sometimes—while overhead the tall trees met and mingled their branches. From these hung down great masses of trailing vines and spreading creepers like long, lean, hairy arms stretched out to bar their way. Rudolf had to stop now and then to hack at these arms with his sword before he and Ann could pass through. Worst of all—the thick growth of trees made the wood so dark that they could not see more than a few feet ahead of them.

"Oh, Ruddy, I'm sure we're not on the right path any more," said Ann at last. "Peter is so little—he never, never could have pushed his way through here!"

"N-no," admitted Rudolf. "Perhaps he couldn't, but maybe he stuck to the right path, Ann, and if he did he's there by this time."

"But I don't want him to get there!" poor Ann cried. "That would be much worse for him than being lost. If he's just around the wood somewhere we can find him and bring him back and then coax Sandy to send us all home by the toboggan-slide to Aunt Jane, but if he's found the Bad Dreams or they've found him—Oh, Ruddy, how do we know what awful things they may be doing to him!"

"Don't be a goose, Ann," said Rudolf stoutly, though he was really beginning to feel worried himself. "You know they are only dreams if they are bad. What can a dream do, anyway? They're not real."

"Oh, they're real enough," sighed little Ann. "Sometimes the things in dreams are real-er than real things. I'm 'fraid enough of real cows, but they can't walk up-stairs like the dream cows can—and, oh, I remember the dream I dreamed about the Dentist-man, after I had my tooth pulled, the one father gave me the dollar for—and—"

"Bother!" said Rudolf. "I've had lots worse dreams than cows and dentists. P'licemen and Indian chiefs, and—oh, heaps of things, and I didn't really mind 'em, either, but then I'm braver than—"

"Sh!" interrupted Ann, stopping and catching at Rudolf's arm. "I hear something—something queer. Listen!"

"I hear something—something queer."

Rudolf listened. "I don't hear anything," he said at last. "What was it like?"

"Oh, such a creepy, crawly sound, and—Oh, Ruddy—there is a face—see it? A horrid little face peeping out at us from behind that tree!"

Rudolf saw the face too, a winking, blinking, leering, little face much like the one that had grinned at Ann from the post of the big bed not so very long ago.

All at once as the children looked about them, they began to see faces everywhere, faces in the crotches of the trees, faces where the branches crossed high above their heads, faces even in the undergrowth about their feet. It reminded Rudolf of the puzzle pictures he and Ann were so fond of studying where you have to look and look before you can find the hidden people, but when once you have found them you wonder how you could have been so stupid as not to have spied them long before. He heard distinctly now the noises Ann had heard. It was as if the hidden places of the wood were full of small live things which were gathering together and coming toward the children from every direction, closing them in on every side. Then somebody laughed in a high cracked voice just behind them, one of Ann's curls was sharply pulled, and Rudolf's precious sword was plucked from his hand and tossed upon the ground. Still they could see no bodies to which the little faces could belong, and they began to feel very queer indeed.

Then came the laugh again, repeated a number of times and coming now from directly over their heads where the branches of a great beech tree swept almost to the ground. Rudolf and Ann looked up just in time to catch sight of the queer little creatures who were looking down at them from between the beech leaves. It was no wonder they had been so hard to see, for they were dressed in tight-fitting suits of fur exactly the color of the bark, and had small pointed fur hoods upon their heads which made them look very much like squirrels. Even now that the children had spied them out, it was impossible to examine them closely for they were never quiet, never in the same place more than an instant, but swung themselves restlessly from bough to bough, then to the ground and back again in two jumps, peeping, peering, racing each other along the branches, all the time without the slightest noise other than was made by their light feet among the leaves and the two laughs the children had heard.

Rudolf picked up his sword, and said in as bold a voice as he could manage—"Please, could any of you tell us the right path to—"

A burst of sharp squeals, shrill laughs, and jeering remarks interrupted his question. The whole company of queer creatures dropped to the ground at the same time, and instantly formed a circle about the children, snapping their little white teeth, and grinning and chattering like monkeys.

"Are you the Bad Dreams?" asked Rudolf. Then, as a burst of laughter contradicted this idea—"Who are you, then?"

"Who are we? Who are we?" mocked the creatures. "O-ho, hear the human! Doesn't know us—never got scolded on our account, did he, did he? Oh, no; oh, no! Bite him, snatch him, scratch him! Catch him!"

Closer and closer the horrid little things pressed about the two children. "What do you mean, anyway?" cried Rudolf, keeping them back with his foot as best he could. "Who are you? You're squirrels—that's all you are!"

"Squirrels!" The leader of the little wretches seemed furious at the idea. "No, no," he screamed, making a dash at Rudolf's leg with his sharp teeth. "We're Fidgets, Fidgets, Fidgets! Don't you know the Fidgets when you see 'em, you great blundering human, you? An old, old family, that's what we are. Guess Methuselah had the Fidgets sometimes, guess he did, did, did!" With every one of the last three words he made a snatch at Rudolf, trying his best to bite him, and at the same time dodging cleverly the blows Rudolf was now dealing on all sides with his sword.

Ann had picked up a little stick and was doing her best to help Rudolf in his battle. "I know you," she cried, turning angrily on the Fidgets, "you horrid little things! I've had you often, in school just before it's out, and in church, and when mother takes me out to make calls—you've disgraced her often—" Then she stopped, really afraid of saying too much. The Fidgets, with a wild squeal, now began a mad sort of dance round and round the two children, giving them now a nip, now a pinch, now a sharp pull till they were dizzy and frightened and weary of trying to defend themselves against such unequal numbers.

All at once, above the shrill cries of their enemies, the children heard a new sound, a crackling rustling noise in the bushes as if some large creature was making its way through the wood. The Fidgets heard it, too, and in a twinkling they had hushed their shrill voices, broken their circle, and completely hidden themselves from sight. It was all so sudden that Rudolf and Ann had no time to run, but stood perfectly still, gazing at the bushes just in front of them from which the noises came.

As they looked the bushes were parted, and a long lean head poked itself through, a large black head with a white streak down its nose, and two great mournful eyes that stared into theirs. Ann gave a little scream and shrank closer to Rudolf. The creature opened a wide mouth that showed enormous, ugly, yellow teeth, and said in a rough but not unfriendly voice: "Hullo! Oats-and-Broadswords—if it's not a couple of lost colts! Where'd you come from, youngsters?"

Without waiting for them to answer, it crashed through the bushes and stood before them, a curious sight, indeed the strangest they had yet seen in the course of their adventures. What they had thought was a horse from the sight of its head, was a horse no farther down than the shoulders, all the rest of him was a Knight, a splendid knight in full armor of shining steel. He was without weapon of any kind, and even while the children shrank from the sight of his big ugly head with its sad eyes and long yellow teeth, they saw that this was not a creature to be much afraid of.

"Well, I scared 'em away, didn't I?" he asked triumphantly, and then, hanging his head a little, he added in rather a humble tone, "It's pretty poor sport hunting Fidgets, I know, but it's about all I can get nowadays. Hope they didn't hurt you?" he added politely.

"Not a bit," said Rudolf, "but I'm sure I'm glad you came along when you did, for I don't know how we ever would have got rid of the beastly little things. Only when we first saw you, we thought—"

"Oh, I know," interrupted the stranger hastily—"you thought it was something worse. That's it, that's just my luck! I'm the gentlest creature in the world and everybody's afraid of me. My business," he explained, turning to Ann, "is to redress wrongs and to see after the ladies, but—bless you—they won't let me get near enough to do anything for 'em!" A great tear rolled down his long nose as he spoke, and he looked so silly that Ann and Rudolf could hardly help laughing at him, though they did not in the least want to be rude.

"And then," continued the creature, sobbing, "I'm so divided in my feelings. If I were only all Knight, now, or even all Mare, I'd be thankful, but a Knight-mare is an unsatisfactory sort of thing to be."

"A Knight-mare—Oh, how dreadful!" cried Ann, drawing away from him. "Is that what you are?"

"There! You see how it is!" exclaimed the Knight-mare, tossing his long black mane. "Nobody's got any sympathy for me. How would you like it? Suppose you were a little girl only as far as your shoulders and all the rest of you hippopotamus, eh?"

"I wouldn't like it at all," said Ann, after thinking a moment.

"Then no more do I," said the Knight-mare, and sighed a long sad sigh.

"Would you mind telling us how it happened?" asked Rudolf politely.

"Not at all," said the Knight-mare. "You see I was a great boy for fighting in the old days—though you mightn't think it to see me now—and I used to ride forth to battle on my coal-black steed, this very mare whose head I'm wearing now. Well, of course I was a terror to my enemies, used to scare 'em into fits, and I suppose it was one of those very fellows that got me into this fix, dreamed me into it one night, you know, only he got me and my steed mixed. We've stayed mixed ever since, and the worst of it is I oughtn't to be a Bad Dream at all. I was the nicest kind of a Good Dream once—why I belonged to a lady who lived in a castle, and she thought a lot of me, she did!"

"It's too bad," said Rudolf sympathetically; "but isn't there anything you can do about it?"

"Nothing," groaned the Knight-mare, "nothing at all. At least not till I can find a way to get rid of this ugly head of mine. If there was anybody big enough and brave enough, now, to—" He interrupted his speech to stoop down and snatch up something from the grass. It was Rudolf's sword which he had dropped from his hand in his weariness after his battle with the Fidgets. "What's this?" the Knight-mare cried. "Hurrah, a sword!"

"My sword," said Rudolf, stretching out his hand for it.

"Just the thing for cutting heads off!" cried the Knight. "Will you lend it to me, like a good fellow? Mine is lost."

"What for?" asked Rudolf suspiciously.

"Why, to cut my head off with, of course, or better yet, perhaps you'll do it for me. Come, now! Just to oblige me?"

Rudolf took back his sword, while Ann gave a little scream and seized both the Knight's mailed hands in hers. "I'm sorry not to oblige you," said Rudolf firmly, "but I can't do anything of the sort. I never cut anybody's head off in my life, and the sword's not so awful sharp, you know, and then how can you tell a new head will grow at your time of life?"

"Oh, I'd risk that," said the Knight-mare lightly. "I do wish you'd think it over. If you knew what a life mine is! All my days spent browsing round on shoots here in the wood, without a single adventure because nobody's willing to be rescued by the likes of me! And then the nights! Oh"—groaned the poor fellow—"the nights are the worst of all!"

"What do you do then?" asked Rudolf and Ann.

"Oh, I'm ridden to death," sighed the Knight-mare. "As if it wasn't bad enough to scare folks all day not meaning to, without being sent out nights to do it on purpose!" He looked over his shoulder as if he was afraid some one might be listening, and then added in a low voice, "And it's not my fault, either, I swear it's not. They actually make me do it!"

The children shivered, for they guessed at once that "they" meant the Bad Dreams. Then they suddenly recollected poor little Peter, whom their last adventure and the Knight-mare's talk had quite put out of their minds.

"I tell you what," said Rudolf suddenly, "I'll make a bargain with you. My little brother has run away to find the Bad Dreams, and we have got to find him and bring him back. If you'll lead us to him and help us all you can, why—why—I won't promise—but I'll see what I can do for you."

The Knight-mare gave a loud triumphant neigh. "Ods-bodikins and bran mash!" he cried. "You're worth rescuing for nothing, the whole lot of you! But"—he added mournfully—"I ought to warn you to keep away from that crowd—they're a bad lot. You'd do better to cut along home."

"We can't do that," cried Rudolf and Ann together.

"Then come with me," said the Knight-mare. "It's only a short way to—"

He was suddenly interrupted by a fresh commotion in the wood. Heavy bodies were parting the undergrowth back of where they stood. Before the children could think of escape, four strange figures sprang on them from behind, their arms were seized, they were tripped up, and they landed very hard upon the ground. Both knew in a moment what had happened. The Bad Dreams had caught them!