Don Lu is a small, egglike man who is the groom of Frida the Bride. When the player arrives at The Wedding, they find that he has been missing for several days, and the player must rescue him from the dark caverns. This is the main objective in the level The Darkness, where the player is aided by his dog, who is kidnapped by The Collector partway through the level. Don Lu is wounded, so the Sackperson drags him through the level until they reach a point too thin for him to pass, where he says he's feeling recovered enough to make his own way up to the surface and to go on without him. Frida starts to go crazy without him, thinking that the reason he's been gone so long is that he's left her and goes on a grief-fueled rampage in her Skulldozer. Don Lu shows up in a flying vehicle shaped like a love heart and Frida realizes he hasn't left her after all. They decide to go on a honeymoon to The Canyons to visit his Uncle Jalapeño and they give the Sackperson a lift there in the flying heart.
In the Canyons, Frida and Don Lu can be seen getting kidnapped by The Collector. At the end of Skulldozer, Don Lu says, "We shall honeymoon in Jalapeno's Canyons. Come and meet my Uncle Jalapeno, the Master of Explosives." He is shown in a house with Frida in the level Boom Town (The Canyons) trying to save Frida from the Collector, but he fails and is kidnapped too. In the level The Collector's Lair, he is trapped in a cage along with Frida and the butler. He can be saved and when he is, he is sitting on the butler's back.