They should be buried somewhere
around here... I'll just start
digging.

A box...with the stones in it!  
There's also a note:

"One stone is always left behind
when traveling.  A person can 
only travel with the stone if he 
was present for the initial
separation.

    Source: geocities.com/heaneysoft/RPGtext

               ( geocities.com/heaneysoft)