I'm sure he got it at a gun show..

At least that's what the PuSH'ers will imply:

Man Goes On Robbery Spree Using Grenade, Police Say

MILWAUKEE -- A grenade-wielding thief who robbed one hotel and threatened a college student Sunday afternoon was arrested during a robbery attempt at a second hotel, police said.The arrest of the 49-year-old man capped off a busy day for dozens of Milwaukee police officers who spent four hours trying to find the man who was using a real grenade as a weapon.

It's a good thing WI has no CCW, otherwise he might have tried hiding it in his pocket.

Of course though, it wasn't live:

Once arrested, police said they discovered the grenade the man was using wasn't live.

Just wait. There will be calls for bans/restrictions on "Military Paraphernalia".