ose 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 P