Yamcha - having arrived at Kaio-sama's Planet in record time with Piccolo, Tenshinhan, and Chaozu (though I can only assume Yamcha came in last place out of the four of them) - reunites via Kaio's telepathy with an excited Son Goku. The two old friends exchange pleasantries, and then Goku explains the situation; Gohan, Kuririn, and Bulma are on Planet Namek to find the Dragon Balls, but Vegeta and another dude way stronger than Vegeta are there for them also.
They aren't happy to hear it.
Fearing the worst - that despicable, galactic gangster Freeza - Kaio checks Planet Namek to find out what's going on.
It's the worst.
Kaio shouts at Goku to leave Freeza alone, no matter what it costs. This only makes Goku more curious. If he's THAT STRONG, of course he needs to get a look at him (just a look won't hurt, right?). Kaio isn't having it. He bellows that this is an order from Kaio-sama; once he gets to Namek, he needs to get the others and leave immediately. If he engages Freeza stupidly, he could cause the destruction of Earth, Namek, and countless other planets in the process. SO STAY AWAY FROM FREEZA!!!
"Goku, do whatever it takes, gather the Dragon Balls, and wish us back to life. I'm going to build myself up even more than you did here, and then go to Planet Namek."
"The two of us will blow away this ridiculous whatever-his-name-is."
Kaio shouts that Piccolo doesn't know a thing about Freeza. So Piccolo tells him to shut the fuck up and train them. But Kaio won't train them if they intend to fight Freeza. Piccolo promises he won't.
("Bitch, I'm the motherfuckin' demon king.")
But of course, to train under Kaio... you must first make him laugh with a pun!
Yamcha and Chaozu excel easily.
But Tenshinhan has great difficulty making Kaio laugh.
"Are you sure this will work?" Ten asks.
"Of course. It's my greatest gag."
"You mean your career as a martial artist?"
(Years later, Yamcha would retire from fighting and pursue a more promising career in stand up comedy.)
"YOU THINK UP YOUR NOSE IS A SECRET, BUT IT'S SNOT!"
The first part of their training under Kaio-sama begins with the introduction of Bubbles. If they can catch Bubbles at the heightened gravity of his planet, they can move on with his training. Sounds simple, but it took Son Goku three whole weeks to capture Bubbles.
Piccolo takes all of 30 seconds.
(And while telling Kaio that training under him is beneath him, makes a pun so weak that only Kaio could think it's funny, thus passes the test.)
Back on Planet Namek, Kuririn and Dende are five more hours from the Grand Elder's home, and location of the last Dragon Ball. But alarmingly, Kuririn senses Vegeta's ki heading straight for them, so he and Dende duck away to hide.
But Vegeta isn't coming for them.
"Hello, Receding Hairline."
Vegeta has at last cornered Zarbon on his own, giving him the opportunity to finish Freeza's last minion capable of causing him trouble if teamed up with Freeza. Vegeta happily boasts that he killed Dodoria with ease, and that he now knows Freeza's secret fear of the Saiyan people. Zarbon can hardly believe Dodoria is dead, but thinks Vegeta is foolish if he truly wishes to contend with Freeza - with or without Eternal Life. So Vegeta is eager to show him how far he's come...
While the two powers exchange blows, Kuririn flies at max speed toward the Grand Elder's.
Despite a thorough beating from Vegeta, Zarbon laughs.
It appears there's more to him than meets the eye.
(He's a transformer.)