Once on the other side of the stream, there was a steep, but short, ascent up. At the top, a green ribbon tied in the tree signaled a convergence with the Appalachian Trail. To the left, the trail wound up and into the woods. To the right, down and towards the river.
Not knowing exactly where Jones Falls was, we went with logic and followed the river. We probably walked about 20 minutes before turning around and going back to the Jones Branch stream crossing.
NOTE: Apparently there is another waterfall called Splash Dam Falls if we would have kept going along the trail following the Elk River. So if you have time, it is possible to hit three falls in the day.
Fortunately, on our way back we came across a group of Appalachian hikers who had previously been to the Jones Falls. It was our logic that failed us. Darn logic!
At the Appalachian Trail (white blazed trail) take the left to go up and into the forest. It was probably about 20 minutes of uphill hiking before we came to the first set of stairs.