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March 17th. This morning at four o’clock we left our anchorage at the mouth of Red River, and proceeded up the Mississippi. We arrived off Natchez at six P. M. and brought ship to anchor. This is our fifth appearance at this place. As soon as we arrived our Admiral sent a boat on shore under a flag of truce, with a despatch to the Mayor, stating that if our ship was fired into during the night, that he would burn the city down. The citizens at this place are of the strongest kind of secesh. We have been able through their daily journals, to see the regard which they have for us; and we are well aware that if there were no restraint placed upon the people at this place, they would instantly resort to some means to destroy our vessels as they pass up and down, or at least would make some effort towards it.