Another story says that once a king went hunting and killed the animals living with the Rishis and munis too. Seeing this, the irate Saints cursed the king, as a result of which, his entire body was infested with insects. Now, smitten by this curse, the king began to wander in the forest. His throat was parched because he was very thirsty. There was, alas, no water to be found anywhere. At last he found a water hole made by the hooves of a horse. Just as the king started to drink water a miracle happened, the king’s body was rid of all the insects.
The king did severe penance (Tapa) there. Lord Brahma was pleased and appeared before him and installed Parashta Teerth there. He also created a huge and holy lake near by. This Brahma sarovar later came to be known as Shivalay. Holy water constantly springs from inside the garba griha which is on a lower level.
Restored in the 18th century by Maharani Ahilyabai Holkar, the temple is 240 x 185 ft tall. It has exquisitely sculpted carvings of Gods on its intricately inscribed interior and exterior walls.