Time Traveller

You follow the woman through the swinging saloon doors and out into the street. She turns and grins at you.
"Glad you came along, drifter. Now, y'see, there's this gang of mine, which ain't exactly...legal, if you see what I mean. I'm thinking you could be of use to us. If'n you are, follow me, and I'll take you to 'em."

She heads off along the street without waiting to see if you follow or not. What do you do?