Sahih Bukhari Volume 007, Book 062, Hadith Number 089.
Narrated By Anas : The Prophet stayed for three days at a place between Khaibar and Medina, and there he consummated his marriage with Safiyya bint Huyay. I invited the Muslims to a banquet which included neither meat nor bread. The Prophet ordered for the leather dining sheets to be spread, and then dates, dried yogurt and butter were provided over it, and that was the Walima (banquet) of the Prophet. The Muslims asked whether Safiyya would be considered as his wife or as a slave girl of what his right hands possessed. Then they said, "If the Prophet screens her from the people, then she Is the Prophet's wife but if he does not screen her, then she is a slave girl." So when the Prophet proceeded, he made a place for her (on the camel) behind him and screened her from people.