In May 1798, young Provo became a volunteer in the 40-gun frigate where he remained (on paper at least) until September 1799 when he joined the 64-gun third-rate . He served on HMS "Asia" until September 1800, when he was promoted to midshipman in the 32-gun fifth-rate . HMS "Cleopatra" was the first ship he physically served aboard – he physically joined the ship in October 1804 – but by now he had amassed nearly a decade of seniority. In an action on 16 February 1805, HMS "Cleopatra" was captured by the French frigate "Ville de Milan" and the ship's company taken prisoner of war. Wallis was freed a week later when "Ville de Milan" was itself captured by the Royal Navy: he transferred to "Ville de Milan" which now became a British ship.