Gack! I just spent 5 minutes fucking with this page in order to get David's two letter reply to show.

I have a theory on how Shrub heard about it: the secret service was listening very intently to the hidden track "Little Fat Cowboy" to make sure it wasn't a veiled threat against the president, and along the way they heard "Why". The song has since become the agency's theme song, and Bush overheard it playing during one of his secret trips to visit his favorite watering hole. 

Theory two: Shrub's press secretary does a google on "don't ask me why" to come up with other ways pull the wool over our eyes. The lyrics to the song made the match, so he ordered it up off of itunes.