Finlay, who saw himself as Australian, had been attending Army camp for two weeks every year as a reservist for the King's Colonials since 1903. In 1911, the regiment became King Edward's Horse and in 1913, Finlay was placed on the reserve's list and received orders to hold himself in readiness in August 1914. The Phyllis Court Club was only eight years old when Finlay was compelled to wind down activities, handing over the day-to-day running of the Club in 1914 to the care of his sister Mimi Burke in Shiplake (photograph right) and a skeleton administrative staff at Henley composed mostly of women. In November, Finlay was assigned to the Western Front and, ill-prepared as he was for action, he adapted fast. By January 1915, he was held back behind the lines as a cavalry officer, training for a long-awaited big assault. There was talk of the Regiment being transferred to Egypt, which Finlay favoured over a promotion in Kitchener's Army in the trenches, but it wasn't long before he joined his brother Alan back in the trenches at Ypres.