When my lab was a small puppy (she's a little over one and she still acts like a puppy) she loved that thing! We used to tease her with it, and a few times she's ran into a door or a wall.
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<-- for her, but it was so cute, she never cried about it. She'd just get up and chase it again! BTW, seh a mixed lab (choclate/black) but she's choclate in color and her name is Cocoa.