A Lady by Midnight - Tessa Dare
I managed to find used copes of the first three volumes at the same time, in the same store, which was a miracle in and of itself, confirmed which one was the first volume and then promptly couldn't remember which one it was by the time I got on the train home after work-lol! So now I have read volume three first. I don't think it matters except for my innate sense of order. I'm blaming my confusion on the heat :)

Oh-and I enjoyed the book!

Buy this title at Powells Books.