Megan had jumped slightly when Goldstein interrupted her. She instinctively pointed her wand at the bloke before realizing who it was. Though she and Anthony Goldstein weren't exactly friends, even in the classroom setting, she knew who the boy was. Well ... she knew him enough to know he wasn't much of a threat in this particular situation.
"Jesus," she sighed as she lowered her wand before looking back at the spot in the darkness she'd been trying to peer through. She didn't exactly think much of the question - obviously disregarding it as she asked her own question. "You heard it too?" she asked looking over at the Ravenclaw.
Just as she did, however, there was another blood curdling scream from beyond and the Hufflepuff quickly retreated a few steps away from the collection of trees and toward Anthony. "What is that!?" she asked as she made a point to quickly position herself so that she wasn't the closest person to the foliage.
Subconsciously she had it in her head that Anthony was a boy, right? He'd protect her if something jumped out at them. If not...at least with him between her and whatever it was...she had a better chance of getting away.