Ooh! I found it! "Ride the Wind Home," by Christina Kingston! I need to do some looking into it to see if it's the right one for sure, but a review on Amazon references "When the Duke of Smythington rescues Diana, a baron's very young bride and her puppy from the unwelcome attentions of ruffians, it begins a fledgling love that will haunt the two for years to come. She keeps track of him until he disappears." The hero's name is David, and the heroine's is Diana (okay, I guess Julia was wrong, if this is the book). I'll try to get hold of the book to make sure, but it certainly sounds like the right book. Thanks for your help!