Kate Gosselin Runs Marathon in Las Vegas

By Mark Gray

12/05/2011 at 12:45 PM EST

She's used to chasing after her children (and at times being chased by paparazzi) but Kate Gosselin had a different reason to be running down the famous Las Vegas Strip on Sunday.

The mother of eight, who bundled up on an unusually chilly night with a top that said "Finishing Is Winning," completed the Zappos.com Rock 'n' Roll Las Vegas Marathon – her first marathon – in 4 hours, 59 minutes and 21 seconds.

"I'm not one to do anything lightly," Gosselin, 36, told PEOPLE before running the Rock 'n' Roll Las Vegas Marathon. "I either do it or I kill it. I guess this is considered killing it."

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Gosselin, who's been a runner for three years, trained for the marathon on the roads near her Wernersville, Pa., home, often in below-freezing temperatures.

And by finishing 26.2 miles, Gosselin hopes to set an example for her children.

"I'm running this because I want to show that with dedication and determination anything is possible," she said. "I want them to remember this moment when their mom completed a marathon, knowing that nothing in life should stop them from attaining their goals."

The lesson does come at a cost, however: "This will probably be one of the most painful messages I will ever impart to them," she said.