We devised an activity to explore friction by testing some of the common theories on how ancient Egyptians moved the stones used to build the pyramids. The activity is suitable for a high school physics course or introductory college courses for both science majors and non-science majors. The students investigate dragging a 1-kg mass (representing a stone) on a small wooden sled under three conditions: over dry sand, using wooden rollers over dry sand, and over wet sand. This last condition has been recently proposed as a potential method used by the Egyptians. The force required to pull the sled at a constant velocity is measured and used to calculate the kinetic coefficient of friction for each of the three test conditions. Students then perform a similar activity pulling their professor across a sand volleyball court. Versions of this experiment have been done in four classes of science majors (general physics, two 2-hour lab periods) and in four classes of non-science majors (physical sciences for educators, one 2-hour lab period).