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For future reference, if you're clearly being punk'd by one of Sacha Baron Cohen's characters (or really anyone that's trying to put you into an uncomfortable situation on camera), just play into it.  The whole point of the comedy is having a person realize that they're not in on the joke and thus they become the butt of it.

Disgraced baseball player Pete Rose was able to realize the prank Cohen's ultra-gay alter-ego "Bruno" played so easily on the not-very-bright/somewhat-insane Paula Abdul.  The premise is whether or not a celebrity would have an interview while sitting on Mexican laborers.  It's not as funny when A) no one thinks the subject is stupid; and B) when the subject isn't stupid and realizes this is a prank.  That's probably why this is a deleted scene on the upcoming "Bruno" DVD which hits stores on November 17th.  You can watch it after the jump and wonder why Cohen just doesn't mention the whole gambling-on-baseball thing.