'Oprah's Big Give' contestant Sheg with the Francis family

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Sheg's road trip takes him to Smyrna, Georgia, where he soon finds out about the Francis family. They have a daughter with Down syndrome and could use a little help, but when Sheg arrives at their home, no one is there. A neighbor lets Sheg know that the family is at the hospital, and their daughter, Tashema, has just passed away.

Sheg leaves and returns later to find the family arriving home.

"Tashema was born with Down syndrome," Ms. Francis tells Sheg. "She suffered from seizures. She had a stroke. She was 22 years old. She was fun-loving, mischievous. But also, she taught a lot of people how to love."

On top of losing her daughter, Ms. Francis tells Sheg that she's not in the position to absorb the costs of burying Tashema. Although Sheg would like to help pay for some of the funeral costs, the funeral home is closed and the director won't agree to meet Sheg on his day off. Wanting to make sure that Tashema has a proper funeral, Sheg contributes $2,500 to the Francis family.

"This challenge is about personal connections—it's about getting yourself involved," Sheg explains. "I think it would have been very unfair of me to just show up and give money and walk away."

"Sheg took a perfectly horrific day for me and turned it into something extraordinary," Ms. Francis says. "His support meant the world to me, especially when I felt that my world was coming apart."