The Sheik opens in a hotel in the Algerian city of Biskra. A dance is being held, hosted by a young woman named Diana Mayo and her brother, Sir Aubrey Mayo. It transpires that Diana is planning to leave on a month-long trip into the desert, taking no one with her but an Arab guide. Diana grew up without parents, and as a result she became a bit tomboyish, with a freedom that at the time was normally only allowed to boys. Before Diana leaves on her journey, her independent character is further established when she refuses a proposal of marriage, explaining that she doesn't know what love is...