Rule 6: Never ask for anyone’s blessing. Finally, having landed on the Isle of Jura, Bill, Jimmy, Gimpo, and one chosen witness check into the Jura hotel carrying two suitcases containing a million quid. They must pass the night before committing the act for which they have come. Burning one...

Rule 5: Know when to walk away. With the last gasp from the now dead sheep, the KLF leave the music industry. They now take their fight against the Illuminati to the art world, and the Turner Prize of 1994. They are about to have the most brilliant idea of all. Or the most stupid. You...