Instructions
Choose the "Avalanche Rescue" mission on the mission select screen. Go to the ski village area and then go to the sport shop there. Go through the shop and into Gary's room. He will show you a telescope which you can pick up and use. Select it from the inventory and you will see a group of penguins that need help.
Exit the ski shop and go back into the village. Talk to the penguin that is crying here and tell him that you will solve the problem at hand. Near this penguin you will see a white fiber that you can pick up. Click on the map and choose the "Mountain" to go there.
Choose one of the random routes on the "Penguin Run" once you reach the top of the mountain. Ski down the path (it will be different every time you do the mission) and then click on the sled at the bottom. Once you are on the sled, click on your life preserver in the inventory and click "Forward" to move.
Click on the ring in your inventory once you see the penguins trapped by the avalanche. Use the ring to brake the nearby branch and you will use it to rescue the first penguin. Repeat this process with the second branch to rescue the second penguin. Move one penguin behind the large rock and move the other on top of the remaining branch.
Wait for the penguin behind the first rock to push it off the cliff. Move him to the branch as soon as he does; move through the gap he created to rescue the third penguin. Put all the penguins you rescued on top of the renaming rock and it will fall down the ledge. You will then be able to rescue the final penguin.