Megadeth first crossed paths with Alice Cooper when they opened a few shows on the 'Nightmare Returns' tour. They later recorded a cover of 'No More Mr Nice Guy' for the soundtrack (Mustaine later also covered 'School's Out') for the movie 'Shocker' which Alice was also involved with. Alice appeared at the Foundation Forum industry event to help promote the album during which Mustaine sat in an electric chair (featured in the film) and Alice flipped the switch.
In the late 1980s Mustaine was going through hard times due to alcohol and drugs. He recalls Alice sat him down and offered some 'fatherly' advice to him, which he credits as changing his life. As a result Mustaine became a Christian and since that time he likes to refer to Alice as his "Godfather".