By the way, there is allready a pre-qual to the "Matrix" series, the latest is called animatrix (8 short animated stories that follow the theme of the matrix series).
You think it's set in the real world, but is it? Neo IS invincible in "The real world". Many theories say that there is a Matrix within a Matrix, so the so called "Real world" is another simulation.
Why wasn't Tank in it, by the way? Link's girlfired/wife/whatever, (I think she was called Kali, or that might have been someone else) says that she lost two brothers to the Nebuchadnezzer. Was she referring to Tank and Dozer? Link also says that Dozer and Tank believed in him (past tense). All of this implies they are both dead. I could swear, however, that Tank survived the first film...