The Brief Former CNN anchor Don Lemon was taken into custody Friday. Authorities have linked the custody to a protest inside a Minnesota church earlier this month. Former CNN anchor Don Lemon was taken into custody Friday in connection with a protest at a Minnesota church. The arrests are in connection with a protest that took place Jan. 18 inside Cities Church in St. Paul, Minnesota. Lemon releases statement on FacebookShortly after being taken into custody, The Don Lemon Show released the following statement on Facebook: