From All the Best Cowboys...:

Shannon: They aren't back yet.
Kate: I'm sure they just made camp for the night. If there's anyone on this island that your brother's safe with, it's Locke.
----
[Boone and Locke are in the dark hiking up a rocky area]
Boone: Are we lost?
Locke: No, Boone, we're not lost.

compare to Shannon and Sayid's conversation along same lines.