You can access the three stages by either going inside the mini rooms at the Snow Forts, or clicking on the message that pops up when you sign in. The three main stages are as follows:

-Club Penguin High
-High speed getaway
-Return of the Space Squid

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Club Penguin High:

Collect your studio item (members only) then follow instructions. In this case, you must dance in the classroom, the hallways, and in the gym.

After this, you can obtain the free background for all players.

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High speed getaway:

In this play there are some crazy stunts you must do! First, you can collect your studio item (again members only) and follow instructions. This time you have to simply walk over to three places, in this case in the Police Car, (NOTE: Do NOT do this with sound on, trust me. Seriously) the helicopter, and jump from the bulding (Wow, Club Penguin, VIOLENCE!)