My suggestion, change the training room to the Asian restaurant from MIB3. It was the only location in the movie densly populated with aliens AND they were all bad guys. The audio would reflect that you are going out on an investigation which starts with a clue in the restaurant and then "oh snap, agent k!" aliens are attacking! instead of the training spiel. J says, "you did all right back there, but keep cool 'cause there's more ahead" etc.