COLCHESTER United were denied the chance to record four straight league wins at the start of a season for the first time in their history.
Victories against Norwich, Yeovil and Gillingham had put the U's on top of Coca-Cola League One and caretaker manager Joe Dunne took his team to MK Dons in confident mood.
However, it was the hosts who collected the three points with a 2-1 success.
Despite Scott Vernon's 68th minute header, a two goal deficit proved too much to come back from for Colchester.
Having made the brighter start, with Jemal Johnson in particular looking dangerous down the left, the hosts went ahead from the penalty spot midway through the first half.
Referee Keith Stroud felt U's skipper Lee Beevers had impeded the run of Danny Woodards into the box and had no hesitation in pointing straight to the spot.
Former U's striker Jermaine Easter drilled the ball past Ben Williams' despairing dive as the Dons took a deserved lead.
They continued to have the better of the play as Colchester found it difficult to apply too much consistent pressure and they were only one down at the break thanks to two stunning saves by Williams.
The first came after Easter had raced clear and Williams then pulled off a truly amazing stop after the ball had ballooned off Magnus Okuonghae's leg from point-blank range.
Whatever U's boss Joe Dunne put in he players' tea at half-time worked, though, as they came out strongly after the break and controlled the opening ten minutes.
However, a poor defending by both Baldwin and Okuonghae allowed Mark Carrington a clear stroll on goal to double the home lead.
Colchester did pull one back as Scott Vernon continued his good early season form by heading in David Fox's cross, but MK Dons saw out the game in safe fashion to thwart the U's attempt to make history.
See Monday's Gazette for a full report and reaction.
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