To truly understand signal transduction, we will ultimately need to understand the dynamics and kinetics of individual proteins as they perform their functions in a single cell. Groundbreaking advances in single-molecule biophysics now allow us to follow the motion of many individual proteins on the cell surface with the use of fluorescent probes, such as quantum dots. However, discriminating the directed movement of single molecules from their natural Brownian motion remains a challenge. A recent paper provides a powerful statistical approach for distinguishing periods of directed motion of individual gamma-aminobutyric acid (GABA) receptors from periods during which they undergo Brownian motion. This new methodology should help single-molecule researchers determine the dynamics of individual proteins participating in signaling cascades.