My cat, Chester, likes to play fetch too. He has a plastic ring that came off a milk jug. He only wants to play when I'm in bed, usually at 5 or 6 in the morning. He will jump on the bed and lay it beside my my pillow and sit and stare at it, hoping I will notice and throw it. If I happen to be alseep he will start batting it until it goes under the pillow. He then starts fishing around under the pillow with his paw, until I wake up and throw it off the bed to get rid of him. He thinks this is great fun and will keep it up until I give up and get up or the sun comes up and he can go "talk" to the birds outside the window.