The short version: If you all know how to play the game Six Degrees of Kevin Bacon, then simply apply those rules to a celebrity and "Weird Al" Yankovic instead of Kevin Bacon.
The slightly longer, but still quite short version: One person will name a celebrity. It's up to you to link that celebrity to Weird Al in six steps or less. Links can be TV/movie/video appearances, parodied/polka'd artists, etc.
For example, let's try Bono. Your post would look like this:
Bono sang a duet with
Frank Sinatra, who turned down an offer to do a duet of "One More Minute" with
Weird Al.
INSERT NAME OF NEXT CELEBRITY HERE
Got it? Ok then, someone can start off with...Bill Clinton.