Monty Brinton/CBS
April 28, 2011 01:35 PM

Oklahoma-based brothers Jet, 31, and Cord McCoy, 30, saddled up for a second trip around the world on The Amazing Race despite knowing they’d have a target on their backs. The cowboys spoke with PEOPLE about eating cheese, the cutthroat competition, climate change and couples massage.

Despite losing, are you glad you raced a second time?Cord: What I tell everybody is that The Race is perfectly named. It really is amazing. I can’t believe how lucky we are to have done a once-in-a-lifetime experience twice.
Jet: I came home with enough stories to last a week. Getting to go to all those countries would be enough, but then you get to do all these things and go places you wouldn’t be able to if you just went there as a tourist.

The general consensus seems to be that this all-star season was much tougher than previous seasons. Do you agree?
Cord: Yes. It certainly seemed like there were extra twists everywhere we went.
Jet: But it was tougher on everyone. We were all in the same boat.

Did you change your strategy?Jet: Cord brought more coats.
Cord: You can’t pack too light because one day you will be somewhere where you are sweating your butt off and the next day you are in the snow.

You guys are a strong team and work so well together. Do you fight and they just don’t show it?
Cord: Being that we’ve been brothers a long time, we worked a lot of that out years ago.

Your strength was not lost on other teams who thought of you as a threat since day one. Did you realize that?
Jet: We had a pretty good idea going in that we would be targeted. But after watching the show, it shocked me to see that it was everybody else against us.
Cord: Ultimately, it doesn’t make that much difference because they only write one check for a million dollars. Alliances have to end at some point if you want to win.

What did that fondue taste like – disappointment? Did you finish it?
Jet: It was pretty awful.
Cord: And there was so much of it. We gave it a good run but we didn’t finish it because we knew we were done.
Jet: Zev and Justin should be proud of themselves. We can’t believe they powered through that whole pot and still finished first. It was a very difficult task that sounds so easy.

Since it can’t be you, who are you rooting for?
Jet: We really like Gary and Mallory. They’re nice people and a strong team.

Cord, you got married a few days before racing started on the all-star season. Were you over traveling when you got home or did you take a honeymoon?
Cord: One of the prizes we won on season 16 was a trip to Maui so we used that as a honeymoon.
Jet: That’s still a source of tension at my house.

I have to admit that I giggled at the image of you two getting a couple’s massage as that often seems to be one of the bonuses that come with the first-place trips.
Jet: That would have never happened. Ever.

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