[Kay puts the little fella on his shoulder, and doesn't argue the point with Menzies because she's a trainee until he can get her into the MiB for some weapons evaluation (which is going to be a feat).]

I'll make some introductions later. And I'll switch to the icer. [He pulls out said freeze gun from his ankle holster.]

Get in my jacket if it looks like they might shoot at me. [Unsurprisingly the suit has some reinforcement. He speaks quietly, listening for their friend.] Left or right, big guy?