After learning that he is for sale because his owner moved to Chicago, Illinois, D.J. and Kimmy plan to buy Rocket without their parents’ permission. However, Kimmy’s mother says no to Rocket. When the girls can’t come up with the money after Kimmy spends her money on clothes, D.J.’s informed that Rocket will need a new owner to pay for boarding fees after the farmer rejects her bargaining attempt.
Rocket follows D.J. home when she goes to get him a carrot. Stephanie discovers Rocket and D.J. swears her to secrecy. Danny comes home and sees Rocket in the living room of the house, and asks Jesse and Joey to get him out of the house. After telling her that he doesn't know if he will trust her again, and then using a tissue to dry her eyes, Danny scolds D.J. for lying, buying Rocket without asking, and involving Stephanie in the mess and setting a bad example for her and Michelle. After she asks about keeping Rocket he tells his teary-eyed daughter that she’s grounded and she can’t have Rocket. He forces her to take Rocket back to the barn. After telling Rocket goodbye and understanding that he will always be in her heart, D.J. finds out that Becky has bought Rocket. Because she will be busy with work, Becky asks D.J. to help her take care of Rocket and even ride him once in a while. D.J. agrees but then explains that she’s grounded and will have to wait until she's ungrounded. D.J. asks Danny if she can help Becky take care of Rocket once she's not grounded anymore, and Danny agrees. D.J. is happy that she will be able to ride Rocket after she is no longer grounded.
In "Breaking Up Is Hard to Do (in 22 Minutes)", she talks about her very first fence jumping with Rocket to Becky and Stephanie; however, Stephanie tells her older sister that it was Rocket who jumped the fence and not her.
The image of D.J. riding Rocket in the closing credits of seasons four and five, and in the opening credits for season three (extended theme song only, regardless of whether or not Becky is featured in the episode), is taken from this episode.