Sweet Lou’s grammar lesson

This baseball anecdote comes from last night’s radio broadcast of the Baltimore-Tampa Bay game. It concerns Tampa Bay manager Lou Piniella. It seems that, when Piniella played for the New York Yankees, he had the following conversation with umpire Steve Palermo.
Palermo: Strike!
Piniella: Where was that pitch at?
Palermo: I can’t believe that here in Yankee Stadium, baseball’s greatest
shrine, you would end a sentence with a preposition.
Piniella: Okay. Where was that pitch at, you jerk?
Only Piniella didn’t say jerk.