Shane and David show the viewer how they play their awesome instruments, and they soon get a visit from Bugle Guy, a guy who, well, plays the bugle! He tells them that they have been selected to be in a real live marching band- but the problem is, neither Shane, David, or Bugle Guy know where they are. Like always, Shane and David try to find where the marching band is, but always get lost. Meanwhile, Puppet wants to be in the marching band as a bandleader, but is turned down. So he wants to be a human baton now and practices it, although he keeps falling down. They first end up in the Funny Music Room, where there's music everywhere, so it's easy to step on something. Then, they go to the Marching Room, where a bunch of kids are practicing marching around- and Shane and David have just interrupted them. They lastly end up in the Sky Room, where they are falling in the sky, but a bird tells them there's no ground below, so it's a bottomless room. They finally go outside and find the marching band! A few Schmuzzies are inside Mrs. Foil's tuba, and Puppet is finally using himself as a baton! The marching band finally comes to a halt, and after a few instruments that we recieve, the episode ends.