So, it's like this. It's February 1991. A couple of years after the collapse of the Berlin Wall, which supposedly heralded the End of History, and the first Gulf War is raging, the oilwells are burning and the Scuds are raining on Israel, prompting some to wonder if history is about to reach an endpoint of another sort. Cut to Stockwell, and Jimmy Cauty and Bill Drummond, aka pop pranksters and visionaries The KLF, are wandering up the Battersea High Road where they spot a Sunday Times billboard reading, in huge lettering, “THE GULF. The coverage, the analysis, the facts.” Unmoved by geopolitical angst, the pair's inner schoolboys nudge each other in the ribs and a plan is hatched, one which will form the centrepiece of my front cover Melody Maker interview with the duo.

Cauty's house offers scant evidence of any abundant revenue flow despite a series of hit singles

I turned up at Jimmy Cauty's place at 10am early one bitingly cold morning, the sort on which grown men clutch their genitals both for warmth and to ensure they aren't dislodged by the sub-zero temperatures. Cauty's house offers scant evidence of any abundant revenue flow despite a series of hit singles – warmth is provided by three kitchen gas rings on at full blast. The group blame over-investment in their own future projects for the fact that we're not all gathered around a hearth kept ablaze by bundles of £10 notes tossed insouciantly from a coal scuttle. (“We don't keep anything for ourselves. It's an expensive business.”)

I'm puzzled to find Cauty daubing his overcoat with white paint, for the supposed purposes of versimilitude as regards the upcoming prank I gather I am to be privy to. He also stuffs a pillow up his shirt for the purpose, as he explains to _MM_ photographer Kevin Westenberg, of “looking rich and successful”. And away we go, in a two car convoy, arriving at the Battersea billboard.

It seems that the grand plan is as follows; using pain, brushes and extension leads stashed in the boot, Cauty and Drummond intend to deface the Sunday Times poster, replacing the letters “GU” in “GULF” with a “K”. Low marks for conceptual sublimity, top marks for audacity and hardiness, especially on an Arctic morning like this. As soon as I realise what's afoot, I make myself peripheral – my one previous conviction was for flyposting, in Oxford in 1984. I was handed down a £5 fine, with remarks from the bench to the effect that if I was ever hauled up before the court again, I could expect to be treated less leniently.

Drummond and Cauty... leap out and set to work with a Rolf Harris-like briskness

As for Drummond and Cauty, they leap out and set to work with a Rolf Harris-like briskness, heads darting up and down the High Street for any sign of the constabulary. Their work, a white, fat “K”, isn't quite of the Keith Haring standard but they're done and dusted quickly enough, lobbing the offending implements over a wooden fence. As for photographer Westenberg, however, justly regarded as he was as an immense talent in his field, he is a Canadian and reflects the unhurried pace at which life is conducted in that relatively sedate nation. What was hoped for from this assignment was something in the order of a drive-by shooting; what we get from Mr Westenberg is more in line with the time budget you'd expect from 18th century portraiture. As Cauty and Drummond were painting away, they expected our man to be snapping away; instead, he is slowly unpacking his equipment, inspecting his lenses for tarnish, etc. Reluctantly, the duo are forced to clamber over the fence and retrieve the stuff they dumped, then clamber back again and pose, like Home Guard sentries clutching their paintbrushes and extension leads like rifles over the shoulders in front of their handiwork, as the Maker lensman at last starts photographing.

On realising that the miscreants are top pop duo the KLF, however, censure gives place to badinage

Unfortunately, three unlikely looking fellows in plain clothes are passing by at this point. By sheer mischance, they turn out to be off-duty police. There are the KLF, standing to attention, daubed in paint, in front of the poster they have quite evidently just defaced. They're initially rather short with photographer Westenberg, whom they abruptly order to stop snapping – calamitously, they also confiscate his film. On realising that the miscreants are top pop duo the KLF, however, censure gives place to badinage; “What d'you wear those sunglasses for? They're crap!” chides one in the direction of a shaded Cauty. They then reassume the straight faces and solemnity expected of the Force and declare to the KLF that they are under arrest “for criminal damage”, coupled with some admonishing remarks. “They paid a lot of money to put up that poster, I don't think they'll be very pleased with what you've done to it, do you?” says one, to which the KLF, staring at their shoes, can only mumble the apologies of small boys caught scrumping apples by the verger.

Bill Drummond, perhaps naively, asks if they can drive down to Battersea station and join the officers there, which draws a rather sharp response from the officers. “Of course not! What do you think this is? I'm going to have to radio for a van.”

And so, a paddy wagon turns up in due course, accompanied, surreally, by two rozzers on horseback, and the KLF are escorted away. After four hours in detention, suffering the smouldering wrath of a Chief Inspector who, sleuth that he is, suspects the group of staging a publicity stunt, the pair are eventually released and our interview can be resumed in a nearby pub. There, it is revealed that photographer Westenberg, while occasionally sedentary of working place, is quick of wit; in the confusion of the officers' intervention, he'd managed to secrete the real bit of film down a nearby drain. And so, the KLF appeared on the cover of the Maker in 1991, with a sunglassed Cauty exuding the cool triumph of a renegade who has once again eluded the authorities. Just seconds later, his collar was felt.