Gay Harkwicke has had her fill of her giddy cousin's predicaments. But when Lady Sylvia Colesborough cries blackmail, Gay listens twice. A mysterious Mr. Zero has asked Sylvia to steal important government papers from her prestigious husband, Sir Francis, and from the Home Secretary. Otherwise, he will reveal her huge gambling debts. Gay begs Sylvia to confess to Sir Francis but she refuses and the die is cast. Gay and her fiance, Algy, rush to the rescue - but it is too late - a murder has occurred.