It seems that when Lum was born, a postal screwup resulted in a witchy friend of the family not getting an invitation to the celebration. The witch put a curse on Lum, that she would never be happy with her True Love. 

In the present, a new Amusement Park has been built in Tomobiki, and opening day finds the whole gang sampling its pleasures. At a magic show, however, Ataru gets turned into a large pink hippo-potamus, FOR REAL! 

When Lum attempts to track down the magician that transformed her Darling, things start to get very weird, very fast! 

(Source: AniDB)