His first break came in 1911 when he met Roy Steventon, performing with Mildred Lovejoy in a dancing act at the Keith Theater in Cincinnati. Gillespie and Steventon teamed up on three songs for the act, "You're Just The Girl I've Met In My Dreams", "When I Am Gone", and "Winter Time Is Coming Around Too Soon." Haven was paid one and a half cents for each piece of sheet music sold, total royalties which amounted to only a few dollars over the next several years.
