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In an old issue of PC Gamer I believe it was (But don't quote me on that) the designer joked that MDK stood for 'Massive Dollops of Ketchup', but then he said it stood for the three main characters.
Anyway, I think I've got a problem that hasn't been mentioned here. I can't complete the training level because the last door you need to blast away with the mortar... and for some reason whenever I glide over to pick up the mortar, it doesn't appear in my inventory. Anybody know a cheat code to get the mortar or something?