An Alternate Reality Game (ARG) is a form of transmedia storytelling that engages players in scavenger hunt-like missions to collectively uncover, interpret, and reassemble the fragments of a story that is distributed across multiple media, platforms, and locations. ARGs are participatory experiences, because players have a central role in reconstructing the storyline. Furthermore, players interact with the game as themselves, not via avatars. Although transmedia formats like ARGs have garnered increasing attention in entertainment and education, most have been targeted for adults 18 and older. Few studies have explored the design process of education-based ARGs for children. In this paper, we detail the design and implementation of an ARG for middle school students (13-15 years old). We describe the strategies we used to distribute story elements across various media and to encourage players to participate in an authentic inquiry process. We found that a "protagonist by proxy", or in-game character with whom players related closely, served as a strong motivator and a model for positive participation. We highlight student interactions and offer insights for designers who implement ARGs and similar immersive learning experiences.