The general problem of producing concrete representations for continuous linear functionals on normed linear spaces, ie., of identifying conjugate spaces, has of course attracted the attention of many mathematicians during the last five decades and has been solved in many cases [1, pp. 59-72]. Likewise, the problem of extending a linear functional defined on a linear subspace of a normed linear space may be regarded as solved by the Hahn-Banach theorem [1, p. 28], although problems involving “natural” extensions, like that yielding the Lebesgue integral from the Riemann integral, remain. In the present paper, we shall consider two “natural’ methods of extending a certain linear functional and show that they are in fact identical. As a by-product, we obtain a concrete representation both for the original functional and for its “natural” extension. In subsequent communications, the writers will consider topologies in certain families of linear functionals, canonical resolutions of linear functionals, and other extension problems.