Edina has a nightmare about Saffron's baby trying to stab her. It turns out that the face of the nightmare baby belongs to Saffron's midwife, who delights in teasing Edina about these nightmares. Edina expresses her displeasure about this baby. Saffron invites the father of the baby to the house to tell him she is pregnant. In the meantime, Edina and Patsy have organised a book club, but no one is interested in reading any books except celebrity magazines. When Edina discovers that John Johnson, the father of Saffron's baby is black, she is overjoyed, because she thinks a mixed-race baby is the greatest accessory, the "Chanel of babies." When Saffron tells John that she is pregnant, he replies that she should tell people that she is pregnant right away or people will think she is fat.

Edina builds a panic room. Patsy is at her shop, Jeremy's, when Minnie Driver walks in. Minnie complains about not scoring any free stuff from other shops at Bond Street, and takes pictures of herself shopping to sell to the paparazzi. Patsy is determined to become Minnie's stylist, so she later invites Minnie to Edina's house. She has gathered racks of designer outfits with which to dress Minnie. When Minnie wants a necklace that Edina is wearing, Patsy wrestles Edina for it, and they accidentally lock themselves in the panic room. They believe they will be unable to escape for days because Patsy panicked and kept pressing the buttons on the keypad. While they are locked in, they play Trivial Pursuit over the intercom and camera with Saffron. They also discover that Minnie Driver has taken all the designer clothes. At the end, Edina and Patsy discover they were locked in for only a couple of hours.

Edina begins an ad campaign for Prince Charles' biscuits, and claims that it is "by royal appointment". she begins to associate with the wealthy socialite crowd, and buys a weekend at a country house hotel. Upon arrival, Patsy and Edina discover that nothing is in season, and the place doesn't even have any jacuzzis or massage. Patsy tells Edina that the Rothschilds were laughing at her. Edina becomes angry and determines that she will kill something, and goes out with Patsy with guns blazing in the middle of the night. They bring a pheasant back to the hotel, which Edina puts in the closet. In the morning they discover that the pheasant is still alive. Patsy tells Edina to pull its neck but Edina bonds with it and drugs it and releases it into Hyde Park. At home, Emma and Sarah bring gifts to Saffron for a baby shower, and Sarah becomes obsessed with Emma. Sarah stalks Emma, and Saffron eventually calls the police and has Sarah arrested.

Edina's 'new' boyfriend Pete is a tape engineer who used to work at Abbey Road Studios during the time that the Beatles recorded there, and who had found some unreleased tapes. In a studio, the girls have fun and Edina sings her 'walking down the road' song she loves. There are flashbacks from the sixties where Patsy is a man and they are at a recording for the Sgt. Pepper album. Back at home, Elton John had been invited to the party to debut the Beatles tapes, but gets annoyed and leaves when he discovers he was only invited to play piano in the background. Finally, just after proposing marriage to Edina, Pete plays the tapes at the party. Instead of The Beatles, Edina is heard singing. Apparently this is because Patsy had pressed the record button on the recorder in the studio by mistake whilst she was looking for champagne in the control room, and Edina unknowingly sang over the tapes.

Patsy has booked Saffron's baby Jane (Lola) for a photo shoot with Jean-Paul Gaultier. Gran usually babysits Jane on Thursdays, so that Saffron can go out with John. But Gran does not come this Thursday, because Edina has banned her from the house. So Saffron and John are stuck at home, and Patsy can not take the baby to the photo shoot. Patsy and Edina prey on Saffron's insecurities and tell her that John will lose interest in her, Saffron bursts into tears and agrees and asks Edina to look after Jane while she goes out with John. Edina and Patsy plan to take the baby to have a photo shoot at the London Zoo. Saffron returns and finds out they took the baby out against her wishes and Edina explains that she has bonded with Jane, however it is later discovered that Edina has brought home the wrong baby.