My copy of "The Works of Robert Burns" published by the Wordsworth Poetry Library contains Cock Up Your Beaver. The first line is "When first my brave Johnnie lad/Came to this town." According to Ian McIntyre in his carefully researched biography of Burns "Dirt & Diety" Cock Up your Beaver was included in the fourth volume of the Scots Musical Museum. I really recommend "Dirt & Diety" published by HarperCollins ISBN 0 00 215964 3 available in both hardback and paperback. Although acedemic it is a marvelous resource for those interested in Burns.