Over the next few years Robert and Elizabeth's family grew to include two more children: John, named for Robert's father, and Anne, named for Elizabeth's mother. Johnny was born when the twins were two years old, and Annie was born when they were four.
Once when the twins were ten years old, the family was staying at Hampton Court. It was the wee hours of the morning, and Rosie was lying in bed half asleep, half awake, when she thought she heard the sound of a young woman crying. As she wasn't entirely sure whether she was awake or dreaming, she forgot the incident until later in the day, when her brother Robert gave her the look that she knew meant that he wanted to talk to her alone. As they were twins, they didn't always need spoken words to communicate.
"I didn't say anything earlier because I didn't want to scare Johnny and Annie," Robert began. "But did you hear her this morning?"
"Who?" Rosie was puzzled.
"The ghost. Crying." Robert was more solemn than his sister had ever seen him.
"So that wasn't just my imagination after all." Rosie didn't even realize that she had spoken out loud until she saw her brother shaking his head.
"Her name is Katherine Howard, and she used to be married to our grandfather, King Henry VIII," Robert told her. "But she was naughty, so naughty that our grandfather had to have her executed. After she was arrested she broke free and ran down the Long Gallery that leads to the Royal Chapel, begging for her life. Papa and Mama both saw her. Papa said that she was actually frothing at the mouth. He said that the sight of her made his hair stand on end." Robert paused to give his sister time to be duly horrified, and to his satisfaction, Rosie gasped.
"Anyway, Papa told me there's only one way to make her happy so she'll stop crying and moaning. He said that when he and Mama were our age, they would wait until the guard changed at four in the morning and sneak into the Long Gallery to play ninepins. They used to play ninepins with Katherine Howard when she was still alive. Papa said that if they did that she would be happy and at peace, so that's what we'll do tomorrow morning."
Sure enough, Rosie heard the sound of a young woman crying again the following morning. Remembering what her brother had told her the previous day, she was instantly wide awake. Taking care to make as little noise as possible, she got out of bed and crept to the Long Gallery, where Robert waited with his ninepins.
The twins were having so much fun that they were completely unaware of the passage of time until Rosie noticed a patch of light from the rising sun on the floor.
"Shouldn't we be heading back now?" she whispered nervously to her brother. Robert nodded silently and began to gather up the ninepins.
"Rosie!" Rosie suddenly heard Annie's voice calling her name, and a moment later her little sister appeared, crying. "I looked everywhere and I couldn't find you!" Annie sobbed.
Rosie didn't have time to say a word before her parents were there as well, rubbing sleep from their eyes.
"What on earth is going on?" Elizabeth demanded.
"We were only playing ninepins," Robert said innocently. "That's what you told me that you and Mama used to do to quieten the ghost, Papa. Rosie and I heard her crying this morning and yesterday morning."
Their father looked startled for a minute, then burst out laughing. Elizabeth looked as if she were struggling to look severe while overwhelmed by the urge to laugh as well.
"I'm sorry I scared you by sneaking out, Annie." Rosie went to her little sister and hugged and comforted the little girl. Annie looked at her reproachfully but stopped crying.
"It's all right. No major harm was done," the older Robert said generously. "But I think you two have quite appeased the ghost for now." He looked at his wife with such merriment in his eyes that Elizabeth finally gave in and laughed along with him. He swatted her playfully on the behind.
"We never got caught ourselves," she remarked as they returned to their quarters. "God, Robin, that was just so long ago. We were so young." She looked slightly melancholy. Robert touched her cheek gently.
"I loved you then, as I love you now," he said softly. Tears were suddenly in her eyes, and he kissed them away.
Rosie didn't hear anything unusual at all in the wee hours of the following morning.