An update addressing an issue where Krieg may not be able to complete some level challenges such as "This Ain't My First Rodeo" in Three Horns Valley and "Ever Blow Bubbles...?" in Caustic Caverns has been released on PC, Playstation 3, and Xbox 360. After this update has been installed, Krieg will be able to complete these challenges.
For update information, please visit:
Xbox 360: http://support.gearboxsoftware.com/entries/22147216-Xbox-360-Update-Hot-Fix-Information
Playstation 3: http://support.gearboxsoftware.com/entries/22127181-PlayStation-3-Update-Hot-Fix-Information-