The duo's initial project was to make a movie (in the style of Russ Meyer and John Waters) to be named "My Life with the Thrill Kill Kult." The movie never got off the ground, but McCoy and Mann used the aborted movie's title for the name of their just-formed group, as their over-the-top stage show was best described as "sensory overload" (featuring a revolving door of weird characters, props, and intense visuals). Signing on with Chicago's renowned industrial dance label Wax Trax!