He's just in between sets.
Every morning, I jog to the park and do pull-ups and push-ups and wind sprints. It's about an hour-and-a-half routine--six sets—and between sets I'm checking my email, making five-minute calls (I save the long interviews for when I get to the office), and looking at stories. You'd be surprised how much you can get done; by the time the workout's done I have my day planned. My day on TV starts around 11 and I'm usually on air until about 7. I do "hits"--I'll come on at least three times a day to do planned stories. If I'm doing a hit on Dobbs at 7:30, say, I'll have an hour and a half of downtime because the day's gone--the Wall Street guys hit the bars around 4:30 or 5--so I'll usually hit the gym and do a 30-40 minute pure weights workout at Fox. In the gym I have my BlackBerry on constantly.