Alfred is a small and bashful man whose attitude is "a perpetual sidling apology" and who is known for never expressing a strong opinion to a woman. However, he is also known as an excellent scout who can ride anything and shoot accurately. As such, Caldwell engages him when his daughter, Miss Caldwell, is determined to go to Deadwood.

Miss Caldwell wants to go to Deadwood with her father on one of his annual trips when the wagon trains make their way out West through the throngs of Native Americans who attack from time to time. Miss Caldwell is engaged to Allen, who also comes along on the eight-wagon train. Two scouts, Alfred and Billy Knapp, join them. Allen annoys Alfred, and if it weren't for Miss Caldwell, Alfred would simply kill him.

The plains journey becomes quickly monotonous, and Miss Caldwell very impatient. She listens to Alfred tell his stories of adventure, but when Allen interrupts, Alfred blushes and stops talking. Allen and Miss Caldwell laugh about how odd Alfred is and determine to "get ahead of the dust," knowing "the Hills" will soon be in sight. The girl observes that she feels more constrained than Allen, because she can’t do things like ride out into the plains on her own. Allen suggests that there is nobody to stop them and that he and Miss Caldwell should have a race. After all, Alfred said earlier that he has so far seen no sign of Indians.

Miss Caldwell worries that they might lose their way, but Allen says they can use shadows and the sun to make sure they do not. Convinced, she sends Allen back to her wagon to fetch something. In the interim, she rides over the little hill to the right and stops, feeling free and alone. Nobody sees her go.

Meanwhile, Alfred has spotted a hoofprint that he knows does not belong to one of their animals, and he finds more hoofprints when he rides out onto the prairie. Worried, he returns and finds Allen, who looks puzzled and tells him that Miss Caldwell has "given [him] the slip."

Alfred swears, then tells Allen to go back to the wagons and wake up Billy Knapp. He says he is going out to find Miss Caldwell and follows her fresh trail. Eventually, Alfred finds her sitting on her horse in the middle of a prairie dog town, watching the animals. Sidling up to her, he offers to show her the way back, saying they should go now. When Miss Caldwell points out that it is hours yet until dark, Alfred suddenly becomes confident and a little angry. He orders Miss Caldwell to dismount, then moors the horses and tells her to sit down.

At this point, Miss Caldwell begins to fear that Alfred has gone crazy. He walks ten feet away and raises a hand over his head, palm forward. When Miss Caldwell follows his gaze, she realizes he is looking at a figure on horseback, a Sioux, who has not answered Alfred's peace signal. Alfred tells Miss Caldwell that they are in for a fight. Cocking his Winchester rifle, he sits down again by Miss Caldwell.

Slowly, a number of warriors begin to come into sight, moving toward the two. Alfred tells Miss Caldwell that this is a bluff on their part, but suddenly one of the Sioux fires, causing Miss Caldwell to scream. A number of other shots erupt, and Alfred notes that the wagon train might hear if this continues.

Miss Caldwell sinks to the ground and shakes; Alfred brings out his Colt pistol...