The second verse, as far as I recall, goes:

He, marched them to the left
He, marched them to the right
He marched them 'round about the hill
And he marched them out of sight.

and if you've been doing the "get up when we sing 'up'" version you can now step left, step right, turn around, and cover your eyes. This is fun with preschoolers and lower elementary school kids.