One way to do it would be to choose ellipse whose foci (lets say a and b) are on the x-axis. Now every point on the ellipse has constant sum of distances from points a and b, let's that sum is r.
If you cover this ellipse with a "belt" of width 2, then the point where bigger figure intersects the x-axis has sum of distances r+4. If the bigger figure was ellipse, every other point of it should have the same sum of distances, but this is easily seen to be false: Just take any point that isn't on the x-axis, let's say d. There's one point on the smaller ellipse whose exact distance from d is 2, lets call that point c. Now if you go from point a to c, from there to point d, back to c again and from there to point b, the sum of distances will be r+4. However, there are shorter paths* from both a to d and from b to d, so d's sum distance is
less than r+4.
Here's a figure I drawed quickly with paint:
This is the idea, details would require little more effort. Hope I recalled ellipse's definition right...
*This needs argument. It can be doen by noticing that if you draw tangent at point c, the d will be on that tangent's normal.
EDIT: sorry... I tried once to edit images smaller within IMG-tags, but it didn't work...

EDIT2: Nevermind, I wasted tinypic's resources instead.