"My One Big Mistake"

My uncle met a girl in college - about 1940 or 1941 - and gave her a copy of The Complete Works of O. Henry. My uncle signed the flyleaf with these words:

http://www.rajordan.com/pete/images/19410000--2.jpg
“My One Big Mistake”
Lloyd Hughes

I have wondered if this references a short story of O. Henry's, but I can not find a connection. The fact that he used initial capitals and quotations seems significant, but of course could not be. Web page about it here:

rajordan.com/pete/baucom,mary.html

Any thoughts anyone?