They let us into The Grill today -- fools! -- where we gawked at Angie Harmon having lunch with a very large fella and listened as Dan Cox dished about his upcoming documentary, Running With Arnold.

The Alec Baldwin-narrated docu attempts to answer the question Californians have been asking for three years, "How did this happen?"

Cox hit the campaign trail with Schwarzenegger during the 11-week novelty campaign and has been shaking his head (on film) ever since. The movie is set for limited release in California next month -- "in time for the elections," Cox tells FBLA.

Will it affect change? Will it quash Arnold's re-election bid? The passionate film maker has an answer: "No."

"It won't change anything," Cox tells us rather morosely. "He's going to win."

Um... OK. Well, if he isn't going to drum up excitement about it, allow us: See Cox's film! He got an MFA from Brandeis, so it probably doesn't suck!