David and Shane invent their own imaginary instruments and want to join the local marching band. Puppet wants to join as well: at first, he tries to be a bandleader and leads the Schmuzzies around the apartment, but he later decides he would rather be the bandleader's baton instead. David and Shane find the Funny Music Room, where every object makes a melody, and the Marching Room, where four kids show the brothers how to march. They even find the Sky Room, where they join a singing bird's band, but there is nowhere to march. Eventually, David and Shane follow the sound of an orchestra and find the marching band, where Puppet is the baton and Mrs. Foil plays her tuba full of Schmuzzies.