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. The arrests are in connection with a protest that took place Jan. 18 inside Cities Church in St. Paul, Minnesota.