By Jonathan Stevenson

Allen is well-known for his innovative style of management

When Martin Allen walked out on Brentford after another failed League One play-off bid, it was safe to assume the charismatic boss would not be looking for another job for long.

Rumoured to be interesting several Championship outfits and with a burgeoning desire to manage in the Premiership, Allen's was a star shining brightly.

So it was to widespread astonishment that the 40-year-old turned up at Milton Keynes - just weeks after the Dons had been relegated to League Two.

BBC Sport finds out why Allen believes he could be on the brink of something truly spectacular.

I had a couple of weeks holiday after resigning at Brentford and it was lovely to spend time with my family again.

When I got back I saw a few different people and they all told me to wait and see - "I'll give you a call", they said.

Nobody knows about the stadium they are building. I am telling you, it is frightening

Out of courtesy I went to Milton Keynes to see Peter Winkleman and my wife and kids were asking me why I was going there.

When I got there we talked for 30 minutes - of which he talked for 29 - and he told me about their plans for the future.

All of us in life like to feel wanted and the chairman put out his hand and told me he was really keen for me to do the job, there and then.

His enthusiasm is fantastic, anyone who meets him can't help but be taken in.

It makes you feel good, I just hope I can fulfil his dreams.

When I arrived to meet the chairman he had the plans on the table in his office for the new stadium they are building at Denbigh.

He outlined his vision with so much enthusiasm and drive and I was like 'wow, I didn't know this was here'.

THE NEW STADIUM Capacity: 22,000 Location: Denbigh north Completion: 14 July, 2007 Teams: Milton Keynes Dons, Milton Keynes Lions (basketball)

I thought it was a two-bob football club playing in a hockey stadium, which must be unique, and it was understandable why they have had two relegations in three seasons.

I turned left off one of those endless roundabouts and there it was.

Nobody knows about this place. I am telling you, it is absolutely frightening.

There's a swimming pool in the changing rooms for heaven's sake. It is just awesome.

If I could turn this place around the potential - with the size of the town and with no Premiership teams to distract our supporters - is quite amazing.

A lot of the population of Milton Keynes have moved there from other places and they support other teams, it's the whole generational part of supporting football.

What I have got to do is change the mentality of the people in Milton Keynes

Whether we can change their minds after so many generations of supporting other teams, what with it being like a religion in the family, is another matter.

The chairman was talking about the population of Milton Keynes and how his vision could scoop up these people if we can get a team on the pitch to do the business.

But that's my concern now, getting a side out that wins matches. It's promising because season-ticket sales have gone up even though they were relegated.

What I have got to do is change the mentality of the people. There are little glimmers, but only time will tell.

MK Dons have just been relegated twice in three years. We are only one step away from non-league so we'd better liven up or we go part-time.

When I got here, I couldn't understand why they had an Olympic nutritionist paid to feed them nuts. I told them to bring their own food in and let's see how prepared they are to be a footballer.

Some people call my methods mad, some call them genius, but that's just the way I am

We have been swimming in freezing cold water at our hotel in Devon and you soon find out who wants to go in first and who wants to twinkle their toes in and wait.

Myself and my coach were the first two in, then you have a look at the side of the pool and a couple aren't going in - one of them we've told can leave.

You don't get these methods out of a book, you pick them up from life experience. You see who will follow you into freezing cold water, and who won't.

Some people call it mad, some call it genius, but that's just the way I am.

The first target is to get to 53 points and get there as quickly as possible. If we do get that target, we'll see where we can get to.

Am I disappointed that I'm working at League Two level? No. I'm chuffed to bits because I'm only 40 and I want to do a career in this job.

Some people think they are owed a living because they played at a high level or because of who they are, but I feel lucky I have got a job.

These are the best levels to find out what management is all about - looking after the business, the money, not being able to travel overnight, not being able to have massages, all the things we have been used to.

I want to learn more about teaching and coaching and man-management and one day we will be better for it. This is fine for me and I love it.

The game doesn't owe us anything, it doesn't owe us a thing.