Go to Snowman's Land with the big snowman. go to the ice-bridge with the penguin and get your hat blown away. Dont get it, but exit the course. Go back in the same course, and you should see your hat in sight, you may have to look around. DO NOT GET IT!!!!! walk over to it slowly and when your close enough, one of the small snowmen will pop up with your hat wearing it! To get it back, make the snowman dizzy till he's dead and he'll give you your hat!