I am pretty sure MKT is the same as metallised polyester film capacitors, I self used them when contructing the PICstep but I did not order them from futurlec (mostly because I forgot... so had to order them from a local store instead).
I made PICstep v4.0 and I think the problem still is there, see
http://bildr.no/view/9789 for a screenshot of the drillsizes. As you can see the smallest drill size is 0.020 wich is 0.5mm while I think it should have been around 0.8mm. See
http://bildr.no/view/9791 for a image wich shows wich components drill sizes are too small... personally I "hand drilled" the holes that needed to be bigger with either 0.8mm bit or a 1mm bit... I also enlarged the holes for the wires so that i could use (not sure if that was necessary though...).
Don't know if anybody else have had this problem?