Blow up as many balloons necessary and put challenges inside. e.g.. for a little kids party you could put: pat your head and rub your tummy. For an older kids party make the challenges harder and you can also give them a certain time to complete the tasks. Everyone sits in a circle and someone starts with one of the "Challenge Balloons." Someone else starts the music and the balloon is past around, like "Pass the Package." When the music stops whoever has the balloon has to pop it and do the challenge. If they succeed they get a prize.