Island...

get on the fan boat that you were given (if you go through sim quarter and to glass city it should be down a stair case b4 the first build.) Go around the cirlce (try not to go anywhere else)... eventually after you boat around the circle u should find a little island with a dock. Get off the boat and capture on of those brown dancing things! Then it will go in your pocket. Run and find Roxie and give it to her as a gift!