The "my" of Brown's novel refers to Crazy Horse, the leader of the rebel Sioux tribe who refuse to live on the reservation, where the U.S. government wants to segregate them.  After the battle of Little Big Horn, (in which Custer is killed) the military swarms the Sioux and Crazy Horse is forced to surrender.  When some of the Sioux decide to join the Americans and fight other Native Americans, Crazy Horse takes some of the people who are loyal to him and makes a break for it.  Unfortunately, he is captured and killed.  His parents honor him by burying his heart and bones near Wounded Knee Creek. 

Wounded Knee was the site of the infamous "Wounded Knee Massacre" the last major battle between the Dakota, Sioux and the United States.  Burying Crazy Horse's remains in this location was a way for the Sioux to declare that the goverment could never take the Sioux's heart and history from the land.