The Warlord Wants Forever by Kresley Cole
My rating: 4 of 5 stars
This was the introductory novella to the Immortals After Dark series, but I didn't read it until I have already completed several of the novels in the series. (But don't worry - you don't miss anything if you don't read this one first.)
This is the story of the Nikolai Wroth, the oldest of the brothers, and Myst the Coveted, the most beautiful Valkyrie of them all.
The only thing I wish that was different about this novella - I think it could have been much longer. The story of Nikolai and Myst is or was worthy of the novel treatment. But on the flip side of that, this was the story that introduced the IAD world - and I don't imagine that Kresley Cole knew (at the time) how popular this series would become.
This was originally published in an anthology titled Playing Easy To Get . But if you want to read it, google the title and the PDF is easy to find. (And don't worry, it was issued by Amazon so you're not bootlegging it or anything!)