Disclaimer: I do not own Megamind. The quotes were taken from the movie, everything else was my speculation of what Megamind's thought process might have been during this conversation with Minion before he goes the Metroman Museum.
Megamind was slouching in his chair thinking. Something was wrong with him, he knew it. He felt . . . off. Was he angry? No, not at all. Contemplative perhaps? To an extent, he supposed. Why else would he be talking to a desk toy? He realized half way through his conversation with Minion, who had rudely interrupted his talk with said desk toy, exactly how he felt. Melancholy. He decided he might as well ask for Minion's opinion. After all, Minion could talk back to him, while the desk toy only offered oppressive silence.
"Then why do I feel so melancholy?"
"Melancholy?"
"Unhappy."
Minion was trying to think of something. A few seconds later, Minion seemed to have an answer. "Well, what if, tomorrow we can go and kidnap Roxanne Ritchie? That always lifts your spirit!"
Megamind sat up a little bit straighter when he thought about this. It was true. Even though Roxanne no longer seemed to panic and scream, which took away a bit of the excitement, kidnapping her was still enjoyable.
How would he do it though? There were certain criteria that had to be met for a kidnapping to be successful after all. Taking her was only the first, and easiest, part of the process.
Once he took her, he would need to announce that he had Roxanne to a large number of people. Crashing large parties was the best way to do it. But, there hadn't been any large parties since he took the roll of Evil Overlord, and instigating a party just to have one to crash was out of the question. So, that was one hurdle they would have to work around. Megamind was sure it was doable. Minion and he would just have to think something out together.
Finally, they would need someone to save her. Metroman was dead though, so no luck there. Minion was his friend and co-conspirator in everything, and no matter how often he blamed Minion for things, Minion was still loyal to him, so he wouldn't save her. Megamind mentally scoffed at the thought of saving Roxanne himself. Other than being counterproductive, what would the point of that be?
Megamind sighed. He honestly believed there was no one strong enough to challenge and defeat him in order to rescue Roxanne. This, unlike finding an appropriate way to advertize he kidnapped her, was not a problem Minion and he could work around. It was disappointing because he knew it was true.
Overall, Megamind realized it was a hopeless situation. "Good idea Minion. But without him, what's the point?"