The Lady of the Lake.--This little barque, (says the Rochester Telegraph) so well known upon the lake during the late war, has met a most disastrous fate. She left Niagara in a gale, on the 13th December last, for Oswego, and has not since been heard of.--There is no longer reason to hope for her safety. All on board must have perished. The passengers were a lady from Oswego, her two children, sister and father. The crew consisted of Capt. John Rogers and three hands.