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Yuki Penguin is another pet in the Dinkie Dino line that lets you raise a penguin. It will turn into different kinds of penguins depending on how you care for it, and includes temperature features and addition to the standard vpet care functions.
Guide here: VirtualPet.com
Tamenagerie guide here: http://www.tamenagerie.com/instyuki.html
Penguin-keeper over on Tamatalk, who collects penguin vpets, has also run through this one on their thread here: