Arrest of a supposed Spy.
--A man dressed in a Confederate officer's uniform was arrested by private Thos. McGin, of the 30th Virginia regiment, a few miles above Fredericksburg, on Saturday evening, and brought to this city yesterday evening by the train from Guiney's Station. When arrested he represented himself as being a special scout for Gen. Lee, and stated that he had frequently been to Richmond on business with the Secretary of the Navy.--Not producing any evidence of his asssertious, on his arrival here he was lodged in Castle Thunder.