Myers, Scott Fitzgerald and Jamie Lawrence), free transfers (Deon Burton, Chris Hargreaves, Stewart Talbot and Isaiah Rankin) and young guns who would go on to play in the Premier League (Jay Tabb, Stephen Hunt, Sam Sodje and Michael Turner). Allen took Brentford to the fifth round of the FA Cup in two consecutive years, going out to Premier League sides Southampton in the 2004–05 season (losing 3–1 in a replay, after a 2–2 draw at St Mary's) and Charlton Athletic 3–1 in the 2005–06 season. He also was in charge of one of the major giant killings in the fourth round in the 2005–06 season, beating Premier League side Sunderland 2–1. At Brentford, he proved to be a very popular manager with the fans and an object of curiosity to opponents and media alike due to his unconventional managerial methods, which paid off due to the relative success Brentford had under him on a limited budget. He participated in a 25-mile sponsored bike ride in November 2005 to raise funds for Brentford. To inspire the team, Allen swam in the Tees before a 1–0 FA Cup fourth round replay victory over Hartlepool United in February 2005 and jumped naked into the Solent before Brentford's 2–2 draw at Southampton in the following round. In May 2006, Allen announced his resignation as manager of Brentford, citing lack of Board commitment to investing in the team to take it to the next level. In July 2006 he completed his UEFA Pro Licence in coaching. With the club struggling in League One in late 2010, there was speculation that Allen would replace Andy Scott as manager, but the reports were quashed by Brentford chief executive Andrew Mills. Milton Keynes Dons Allen then dropped down a level to manage League Two team Milton Keynes Dons for the 2006–07 season, a club with heavy financial backing and ambitions from owner Pete Winkelman, albeit one that had been in severe decline for the past few years and had dropped from the Championship to League Two in three seasons. Allen managed to arrest the club's decline and took his team to the play-offs, but lost in the semi-finals to Shrewsbury Town. Leicester City In May 2007, Allen became the new manager at Championship side Leicester City, after Leicester and Milton Keynes Dons had negotiated a compensation package. In August 2007, striker Jimmy Floyd Hasselbaink agreed contract terms with