Sly: Murray! What's going on down there? Murray: Well, I drove to this hot dog stand for a quick snack and the next thing you know I'm getting challenged to a race by these gangster dogs!
— Sly and Murray discussing the race[src]
After Murray drove up to a hot dog stand for a snack, several of Muggshot's gangsters challenged him to a race of which the reward was a treasure key. Sly Cooper gave Murray encouragement before the race started.
As Murray raced around the track in his Van, he overtook the four other cars by using the nitro-boosts that sat on the track, eventually taking first place, and therefore winning the key. Mission complete.