Taiyo Asano has been on his own ever since his parents died. The only one who seems to care for him is his childhood friend and classmate, Mutsumi Yozakura. But Mutsumi has a secret--she is the head of a family of spies! Kyoichiro, Hifumi, and Alpha head to the North Pole! On an uninhabited island, they finally find Nanao, stuck inside one of Dr. Mozu's labs. Kyoichiro declares the lab to be the "Nanao Dungeon" and gives Hifumi and Alpha a quest to rescue "Princess Nanao"!