The pilgrimage spot which is located exactly opposite to the Mahakaleshwarar temple is called Koditheertham & it is said that the colour of the waters of this theertham keeps changing. The Moola lingam at this location is very small & is located underground, whereas the lingam in the top level is known as Ongareshwarar. Godess Kali who is said to have visited Vikramaditya is called by the name of Harasiddhi Mata.
The story goes something like this there once lived a brahmin in having four sons who lived in the city of Avanti , and all four of them were very great devotees of Lord Shiva. During the same period, there also existed a ferocious demon by the name of Dushanan, who was a major trouble maker, and had a tendency to disrupt all the religious and social activities taking place in the area.
To counter the negative forces of the demon, all the brahmins of the area congregated to the spot , and along with the four devouted sons, offered prayers to Lord Siva. They together created a Lingam at the spot by digging out mud from the nearby area, and a pond was created at the spot from where they had excavated the mud to make the Lingam, This time when the demon Dushanan tried to come and disrupt their prayers, Lord Siva rose from that very pond in the form of Mahakaleshwarar & immediately destroyed Dushanan.
It was only on the request of all the brahmins collected there was it that Lord Shiva gave darshan to devotees at this sthanam, one of the several Jyotir Linga sthanams in India.