A guest who was kicked off "Nancy Grace" Monday night is speaking out about the incident, and speaking for his whole city: "As a St. Louis community, I thought we were being embarrassed on national cable television."

KTRS radio host McGraw Milhaven had appeared on Grace's HLN show several days last week to discuss the murder case of Sheri Coleman and her two sons.

On Monday's show, Milhaven responded to a question from Grace about murder suspect Christopher Coleman and his rumored girlfriend in Florida — a question he deemed irrelevant. "This show is a joke, you are a joke," said Milhaven, closing with, "I'm embarrassed to be on this show."

"Well, sir, you're off," said Grace, and cut his mic.

So yesterday on St. Louis' KPLR-TV, McGraw explained the whole incident. "We hate to be the story, in a story," said McGraw, and continued to describe the past week as spending "an hour rehashing two nuggets of information."

As for the murder case, police arrested Christopher Coleman late last night. Milhaven tells TVNewser: "Do I think they arrested the husband because I called them out on Nancy Grace? I will leave that for other people to speculate on, but I will say this — I think I started the conversation, that led other media outlets to ask the question, which might have put pressure on the officials to speed up their timeline."

An HLN spokesperson tells TVNewser, "The focus here should be on the brutal murders of a mother and her children in their Illinois home. Nancy Grace will continue to devote her attention to the case itself — and on the fight for justice for these innocent crime victims."

Click continued to see Milhaven's final segment Monday, and a segment from last week...