UPDATE: (1/24/2011)
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The turtles have been updated and that problem with their Special Intros not working in WinMugen has been resolved thanks to Mugen creator
KojiroBADNESS.
I strongly recommend everyone re-download and update their archives again so that their turtles are universally playable in both WinMugen and Mugen 1.0.
http://dcat.mugen-infantry.net
Thanks.