Mine got imported without one, so yay! I can still remember sitting at a bus station having just bought the thing, and taking, I kid you not, over an HOUR to transform him. It was funny though because loads of people were looking at it, and asking about it, mostly people who remembered the show as kids and were like "Wow is that Megatron?!"
That musta taken ages to get right, and if you say you did it in 10 seconds I will call bull on you so quickly your head will spin. :P Awesome pose mind. People, THAT is why MP megatron pwns so hard. Ignore the crappy pictures you've seen, it really is a trully impressive figure.