 After appearing in 20 games with the Wild, he was traded to the Pittsburgh Penguins on January 13, 2001, in exchange for Roman Simicek.McKenna joined the New York Rangers for the 2001–02 season before returning to the Penguins for the two seasons following that.During the 2004–05 NHL lockout, there was a great demand for players like him so he played for the Nottingham Panthers of the Elite Ice Hockey League (Great Britain) and the Adelaide Avalanche of the AIHL (Australia)..