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Not the book you're looking for since it was published recently but your description is very like the Jeaniene Frost book "Halfway To The Grave" Book One, Night Huntress
Cat is a half vampire, half human befreinded by a vampire and taken to a cave.
I recommend the series highly. Book 4 is due out in July 2009 & they are available at Fictionwise. (Warning - contains some erotica.)
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