In his observations about the sociological imagination, C. Wright Mills argues that people have difficulty seeing connections between individual outcomes and social structures. Inspired by Mills's observations, we developed a classroom exercise for stratification and organization courses that demonstrates how social structures can constrain individual actions and still produce outcomes that students often attribute to individual effort. Using the simple process of flipping coins, this exercise minimizes the importance of individual differences while producing an aggregate outcome that mirrors the skewed distributions of personal wealth, firm size, and corporate assets in the United States. Faced with this counterintuitive outcome, we engage students in a discussion that explores how changing the rules of the game or the equivalent social structures could change the overall outcome of the exercise or the distribution of valued goods and services in the United States. In this paper, we demonstrate our students' enjoyment of the game format; more importantly, we demonstrate how this exercise is an effective way to teach students about the importance of social structure.