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Try
sed 's/The.*dog/whatever/' inputfile

EDIT: Note that .* will match the longest available string though, e.g.
# echo "The quick brown fox fell over the dog" | sed 's/The.*dog/whatever/'...

Try the following to replace whatever you want in between "The" and the first occurrence of "dog":
# echo "The quick brown fox fell over the dog and some other dogs and cats" | perl -e...