This story begins before the end of season 1.   John sends his boys to the daughter of an old friend for protection.
Hayden Macleod has the strange ability to protect against evil. The yellow eyed demon had once come for her, only to realize that without her going willingly with him, he has no power over her, and can't even touch her.
With things getting close to the battle with the demon, John knows that his sons need more protection than he can give.