Elmo, Telly Monster, Zoe, and Baby Bear prepare to chase a cheese. A sportscaster asks them why they chase the cheese, and they all have different answers. They agree that exercise is fun, and it makes you healthy and strong. But what does the cheese have to say? "Bet you can't catch me!" Now the chase is on! The runners all have fun going after the cheese, but they have just as much fun when the cheese goes after them! Elmo invites the sportscaster to join them.