The way I've always understood it is that Finlay was DQed not for the weapon use, but for entering before his number. It has never come up before or since, but if they told me that it was a way to get DQed in the Rumble going forward I would buy it. It makes sense.
And then Hornswoggle wasn't DQed, he just forfeited (or at least Finlay forfeited for him on Swoggle's behalf).
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Thank you, Eddie Guerrero.
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