The Dons were brave, but proved to be easy pickings in a Carling Cup tie which never threatened an upset and they will have learned a painful lesson.
No catnaps allowed against Premier League opposition - especially when players of the class and quality of Alexander Hleb are loitering with intent.
On target: Alexander Hleb opens the scoring at St Andrew's as Birmingham fire three past MK Dons
The Belarus midfielder would never beconsidered a peripheral figure but still needs game time, hence his inclusion for an hour even though McLeish spun the wheel hard on his rotation system by making nine changes.
Hleb has swapped Barcelona for Birmingham and cites the passion of the English game as a reason for turning his back on Spain. It would be fair to suggest that he was not talking about nights like this.
Yet the smile was wide and the welcome rapturous as Hleb netted his first goal in this country since November 2007 when he scored for Arsenal against Reading.
Apart from anything else it sparked amini-blitz of three goals in four first-half minutes, which is just about the perfect scenario in a cup match.
Two further strikes by Nikola Zigic and Craig Gardner in quick succession after 26 and 28 minutes left the League One club with a mountain to climb and, while they showed plenty of enterprise, they were never destined to move out of the foothills.
At the double: Nikola Zigic scores Birmingham's second
At least the 1,000 travelling supporters had something to cheer when the excellent Aaron Wilbraham knocked in a consolation goal 10 minutes from time.
The Dons will also point to veteran Maik Taylor making saves from Lewis Guy and Mark Carrington.
At 30, Karl Robinson is the youngest manager in the country and he declared himself delighted with the way his Dons side performed, minus the flaky four minutes, presumably.
'They did themselves tremendous credit,' said Robinson.
'Those goals showed why Birmingham are in the Premier League. They took their chances and we didn't take ours. But if my players continue like that I will be pleased.'
Birmingham manager Alex McLeish admitted: 'It was a wee surprise, a wee change in terms of our goalscoring exploits.
'We were clinical and showed a fair amount of quality as well. The players who have come in have given me food for thought for the weekend.'
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