Updated

This is a rush transcript from "The Kelly File," September 3, 2015. This copy may not be in its final form and may be updated.

MEGYN KELLY, HOST: Breaking tonight, Jeb Bush ramps it up in what is now a full-blown political war with Donald Trump. A fight that could help decide the republican nominee for president.

Welcome to "The Kelly File," everyone. I'm Megyn Kelly. This rivalry has been simmering for weeks but in just the last few days it has erupted as Trump continued to go after Bush for being, quote, "low energy." For being part of the establishment and even for speaking Spanish in response to a question asked in Spanish on the campaign trail. Bush pushed back first with campaign ads, then remark to the press and tonight in a town hall campaign stop in New Hampshire, he made it clear that it is on.  Watch.

(BEGIN VIDEO CLIP)

JEB BUSH, R-PRESIDENTIAL CANDIDATE: Donald Trump has proposed in the most recent past the highest tax increase in American history. Donald Trump, aspiring to president, still believes that the Canadian health care system is really good and works in Scotland. This guy is not a conservative. This guy does not believe in the greatness of our country.  My belief is that most people are conservative. They just haven't been asked yet. Yes, maybe a little in Spanish.

UNIDENTIFIED FEMALE: Donald Trump says that anyone who criticizes him with automatically go down in the polls. Are you concerned about going down in the polls?

BUSH: No, I'm not going to participate in some reality TV show. I'm going to push back when he says things that are ugly and I'm sure as hell, when he attacks me personally or disparages my family, you're damn right I'm going to fight back. I hope you would do too.

(APPLAUSE)

(END VIDEO CLIP)

Charles Krauthammer is a Fox News contributor and author of the book, "Things That Matter" which is now in paperback. Charles, good to see you.  That's a different sounding Jeb Bush.

CHARLES KRAUTHAMMER, FOX NEWS CONTRIBUTOR: Yes. It sounds as if he really had his Wheaties this morning. And, you know, he's no longer -- that's not low energy. Look, I think the strategy was originally, don't get into a fight with Trump, this is a summer storm, will come and go. But he's not going, and his numbers are strong. The Monmouth poll has Trump now at 30 percent nationally. So, Bush who was the frontrunner who's way down now to where he was, has to make a choice. And I think his choice is a correct tactical one, you got to take him on. Now, I think he's doing it on two levels. One is on personality, he's trying to show that he's got fight.

And I think, you know, he's not going to win that fight with Trump.  Trump has brought outrageousness to his -- made it into an art form and he's running the most successful reality television show in history. But I think it's important that Bush should show that he's not the guy who's going to lie around when sand is being kicked in his face. So, he doesn't win that but I think he gets off the mat and he shows that he's got the character and I think that's important.

KELLY: Okay. But the reality is, for Jeb Bush or any other republican candidate doing that, it's like waving the red, you know, material, flag in front of the bull. And that's what set Jeb off tonight.  One of the people in the town hall said, are you concerned that your poll numbers are going to go down given your counter attacks against Trump because we know what he does.

KRAUTHAMMER: Well, you know, Donald Trump is not a bull who needs red waved in front of him for him to charge. He charges on instinct. He charges when the sunrises. So, it's not as if it's going to make a difference. The hits on Bush are going to come one way or another. They started long before Bush attacked him. So he really has no choice. I don't think he's going to amp up the counter attacks, but if he does, at least he's got a fighting chance. On personality. Now, on ideology, I think his case is a very strong one. It is true what Trump is not what you would call an orthodox or traditional conservative. I doubt he's a conservative at all. But nonetheless, that's not going to have a big impact on those who support Trump.

KELLY: Uh-mm.

KRAUTHAMMER: Because that's a matter of style and strength. You know, I'm a leader and I'll do stuff. I won't have to tell you how. But I'll kick sand in the face of the Chinese, the Japanese and the Mexicans.  And that's sort of exciting to hear. But I do think it might put a ceiling on his support. There are people who are deeply conservative who like the Trump style but who are now going to learn about his past, learn about his political ideology and that could put a ceiling on it. That's the Bush strategy. Whether it works, we don't know. Because Trump is a kind of candidate we've never seen and he's writing a new set of rules.

KELLY: What does it tell us about how Donald Trump feels about Jeb Bush that he continues to put Jeb Bush in the crosshairs. I mean, right now Ben Carson looks to be the biggest threat to him but he's very focused on Jeb. Why?

KRAUTHAMMER: Well, you know what Trump managed to do today is to actually find a way to disparage Carson, which you would imagine is impossible to do. But he did put out a tweet or something in which he said, I really like Carson, but you know, he's at a disadvantage because a neurosurgeon doesn't really have a chance to create a lot of jobs, maybe a nurse or two.

KELLY: He said it to the Daily Caller.

KRAUTHAMMER: That's rather remarkable. I would have thought that Carson is in a sense untouchable in terms of personal disparagement. But yes, of course the heavy artillery is against Bush because, two reasons.  Number one, he was the chief rival. He's the guy with the most money who can hang in there all the way to the end. But also I think he's sort of the representative in Trump's eyes and in the eyes of his supporters of the establishment, ultimate establishment, the third in line of presidents and that's the reason why he's the juiciest and the most inviting target.

KELLY: Now, let's talk about the loyalty pledge that Trump was willing to make today and was not willing to make on August 6th at the FOX News republican debate. He says, it's because in the last month the Republican Party has treated him fairly. I mean, is that the real reason?  Do you buy that? And is this paper, you know, worth -- is this pledge worth the paper it's printed on?

KRAUTHAMMER: The answer to the second question is no. Because Trump could easily say any time between now and, I don't know, six months from now I have been treated unfairly recently, I haven't been treated well and thus the pledge is moot.

KELLY: Any of them could do that.

KRAUTHAMMER: Yes, but I mean Trump is the one who is the most -- everybody is the most afraid of. I don't think anybody is worried about, you know, a Huckabee third party candidacy.

KELLY: Yes. But there's a question about whether the ultimate nominee, if it's Trump, will he be supported by Jeb Bush. Jeb Bush put out a tweet today, saying, been voting republican since 1972. You can count on me. But there's a question. So, your point is what? But it's not worth the paper it's printed on. However what?

KRAUTHAMMER: Because it leaves an opening. I think Trump could claim he's the judge of this, that he's being treated well. And if he thinks he's not, I think he could tear it up. I don't think he would because I don't think a third party candidacy is very attractive to him. It will cost him a fortune. Right now he doesn't spent a penny. Everything he does, every time he sneezes it's on live television where his audience is.  But he have to create an infrastructure for a third party. Getting on the ballot is extremely expensive and he has no chance of winning a general election as a third candidate. It hasn't happened.

Nobody has in 100 years. And I mean, even Teddy Roosevelt lost though he was a strong third party candidate. So, he's not going to win and he doesn't like to end up losing. So, I don't think it's an attractive alternative. And I do think he has a sense he has a good shot now of winning and that's why he wants to stay in the Republican Party. It makes sense.

KELLY: It sure does. He's atop every single poll we've seen thus far and continues to lead the others by miles. Charles, great to see you tonight

KRAUTHAMMER: My pleasure.

KELLY: Well, we have breaking news tonight on what looks like a scuffle outside of the Trump event in New York today over the issue of illegal immigration. Trace Gallagher in moments with the video that is quickly going viral tonight. You'll see it in three minutes. And then we'll speak with Marc Thiessen about the stunning new poll on what may happen when the republican field starts to shrink.

Plus, a stunning twist in the story of a court clerk who refused to issue same-sex marriage licenses based on her Christian faith. Kim Davis is tonight in jail. Could be there for as much as a year? And presidential candidate Ted Cruz is here just ahead with the powerful defense of this small town clerk.

And then, why in the world would this woman lie to police in the middle of a manhunt for three suspected cop killers? Brian Kilmeade tonight has the answer and wait until you hear what it is.

(BEGIN VIDEO CLIP)

UNIDENTIFIED MALE: Well, she'd initially reported that two individuals approached her car, a male black and a male white and they were asking for a ride to Wisconsin.

(END VIDEO CLIP)

(COMMERCIAL BREAK)

KELLY: Breaking tonight, new video just coming into the Fox Newsroom appearing to show protesters clashing with security outside of the Donald Trump event earlier today in New York City. Trace Gallagher has the very latest. Trace?

TRACE GALLAGHER, FOX NEWS CORRESPONDENT: Megyn while Donald Trump was inside Trump towers in Midtown Manhattan, some Trump protesters were outside dressed up as KKK members targeting Trump's immigration plan. They chanted and carried signs that said make America racist again, a takeoff on Trump's make America great again slogan. First, the protester were confronted by Trump's supporters, including a man who claimed he was from the Dominican Republic and came to this country legally.

Then more Trump protesters showed up and started setting up signs in the entrance to Trump towers. That's when what appeared to be Trump employees dressed in suits began trying to get the protesters away from the front of the building. You're seeing there. Video shows one man in a suit grabbing the sign of a protester. The protester then goes after the security guard and grabs it around the waist trying to stop him to get his sign back. That's when the apparent Trump employee turns and he made a swing at the protester. The protester falls into the arms of what appears to be another Trump employee who grabs the man by the shoulders. The protester then tries to grab the employee in return and that's when the cameras kind of pan off. Listen now to the man who was protesting.

(BEGIN VIDEO CLIP)

UNIDENTIFIED MALE: All our banners and stuff, they wanted to rip them up but we rescued some of it.

(END VIDEO CLIP)

GALLAGHER: Yes. The protester says, he plans to press charges. But then again if you watch the video, it appears the first physical altercation came from the protester. We reached out to Donald Trump's camp and they have not yet commented. If they do, when they do, we will let you know.

KELLY: All right, Trace. Thank you.

Well, breaking tonight, a new national poll stuns with its head-to- head matchup results showing Donald Trump dominating the field with one exception. The polls from Monmouth University and it currently shows Trump beating former Florida Governor Jeb Bush easily, 66 to 37 when just the two are head to head. Trump beats Governor Scott Walker easily, 53 to 88, it it's just the two of them. Trump beats Senator Marco Rubio, 52 to 38. He even topped Senator Ted Cruz as significant margin, 48 to 41. So, who is the one person that can beat Trump in this poll? Well, fellow political outsider Dr. Ben Carson, once again handily wins here against Trump, 55 to 36.

Joining me now, Fox News contributor and former chief speechwriter to President George W. Bush, Marc Thiessen. Marc, this is so interesting. So the same poll shows Donald Trump at the top of the leaderboard among all of the candidates including Ben Carson nationally. They're tied in Iowa but Trump beats Carson nationally. But then when you say, okay, what if it's just the two of them, it's a totally different result with them clearly favoring Carson. What do you make of it?

MARC THIESSEN, FOX NEWS CONTRIBUTOR: It's fascinating. Well, first of all, we've got to put it in perspective. There's not going to be a national primary with two people on the ballot, so it's a hypothetical that's not going to happen. But it does teaches us some very interesting things. First of all, all of those other people you showed, that was Ben Carson have one thing in common. They're politicians. Ben Carson is not a politician. He's an outsider. And so, Donald Trump handily beats all of the politicians. But when he's faced within a conservative outsider, he loses and by a lot. Nineteen points is a big defeat.

So the question is, what is Ben Carson doing that's different than all of these other candidates, so outside of being an outsider. Number one, he's not copying Donald Trump. Number two, he's not attacking Donald Trump. He's being Ben Carson. He's running a positive, hopeful, optimistic campaign that's focus on lifting people up. You had him on the show a few weeks ago. It was fascinating when he was spending a day campaigning in Harlem. And not only Republicans go to Harlem. And he looked at those people and he said, whether you vote for me or not, I'm going to fight for you. That's enormously appealing message. And it's resonating with a lot of people.

KELLY: The difficulty in this situation is -- I mean you heard Charles Krauthammer saying a lot that he thought it was impossible to assail Ben Carson's character. You know, that his life story is so compelling. However, is Trump going to have to do it? I mean, he's gently attacking Carson, a little bit yesterday with the Daily Caller. But is he going to have to do it?

THIESSEN: Yes. Well, it's a tricky thing. Because it's one thing to attack Jeb Bush. Jeb Bush is the son of a great political dynasty, he's a wealthy man and seen as part of the political establishment. Number one, Ben Carson is not part of the political establishment, he's an outsider.  Two, as you point out, he's got an incredible life story. This is a guy who grew out of some of the worst poverty you could possibly imagine, became a world renowned neurosurgeon that saved thousands of children's lives, separated Siamese twins. And so, he's got a compelling story, he's caring, he's inspiring. To attack somebody like that is pretty hard to do and get away with it. And it's a big danger of blowback.

KELLY: And the favorability poll, the numbers that are also in this poll suggests there's danger there because Trump has huge favorability numbers if you look at this poll. Look at how much people like him. It's 59 percent to 29 percent who don't. And the only person above him on this poll is Ben Carson. Look at his numbers. Sixty seven percent like him, just six percent say, they don't like him. So, there's obviously danger if you hit the guy too hard.

THIESSEN: Yes. He's a very popular guy. Trump's positive/negative actually improved a lot. It was a lot worst before. But Ben Carson has the best, the highest positives and the lowest negatives of any candidate in the field. And so yes, it's very hard to go after somebody -- and what do you go after Ben Carson for? I mean, he's a nice guy.

KELLY: Well, Trump came out yesterday and intimated, look, he's a nice guy and I like him but he hasn't created jobs. He was sitting in an operating room with nurses.

THIESSEN: And Donald Trump was supporting partial birth adoptions.  So, I mean, you know, everybody has got the problems. But this is, you know, I mean, it's going to be a political campaign and they're going to debate the ideas. But I think Ben Carson has been very clear he's not going to go after Donald Trump.

KELLY: Not a question. Not a question. We're going to have Ted Cruz coming up next on this county court clerk. He's pretty tight there. He's in it. He's, you know, 41 to 48 with Trump. What do you make of that?  Because, you know, he's the senator but he's been running as an outsider.

THIESSEN: Now, that's really interesting. Because one of the most interesting numbers from the Monmouth poll was 67 percent of GOP voters want somebody who is an outsider who's never held public office. Sixty seven percent. Only 26 percent want somebody with government experience.  So, that's why you see when you combine Trump and Carson together get 48 percent of the vote. Almost half. If you throw Fiorina in there, it's 52.  So, the outsiders, the majority of Republicans are voting for outsiders who have never held office. Now Cruz paints himself as an outsider and he's played himself as an outsider in Washington. So, he has a little bit of a chance to sort of claim that outsider role even though he's been tainted by his time in Washington.

KELLY: He should go with that. Because remember we did that segment about a year ago on how the approval rating of Congress was lower than that of cockroach. People prefer a cockroach. Few members of Congress. And hemorrhoids. I mean, did somebody actually asked that question, which would you prefer?

(LAUGHTER)

So, no wonder everyone is running as an outsider. What? Washington, never. Marc, great to see you.

THIESSEN: Hemorrhoids? What? It's going to bad.

Coming up, a report surfaced today that someone maybe trying to sell Hillary Clinton e-mails reportedly stolen right over a private server. And tonight, we have a new twist.

Plus, a stunning development in the story of a court clerk who refused to issue same-sex marriage licenses based on her Christian faith. Kim Davis is in jail tonight and she's likely to stay there for quite some time.

And presidential candidate Ted Cruz is next on why he thinks she should be released.

(BEGIN VIDEO CLIP)

KIM DAVIS, ROWAN COUNTY CLERK: We are not issuing license today.

UNIDENTIFIED MALE: Based on what?

DAVIS: I would ask you all to --

UNIDENTIFIED MALE: Why are you not issuing marriage licenses today?

DAVIS: Because I'm not.

UNIDENTIFIED MALE: Why?

UNIDENTIFIED MALE: Under whose authority are you not issuing license?

DAVIS: Under God's authority.

(END VIDEO CLIP)

(COMMERCIAL BREAK)

(BEGIN VIDEO CLIP)

DAVIS: We are not issuing license today.

UNIDENTIFIED MALE: Based on what?

DAVIS: I would ask you all to --

UNIDENTIFIED MALE: Why are you not issuing marriage licenses today?

DAVIS: Because I'm not.

UNIDENTIFIED MALE: Why?

UNIDENTIFIED MALE: Under whose authority are you not issuing license?

DAVIS: Under God's authority.

(END VIDEO CLIP)

KELLY: A stunning twist today in the story of defiant Kentucky court clerk Kim Davis. As a judge, a George W. Bush appointee, not only holds her in contempt for refusing to issues marriage licenses to same sex couples but actually sends her to jail. It was a step beyond what even the prosecution had asked for and it is unclear when Davis will be released since it effectively depends on her agreeing to issue those licenses which she says would be in direct conflict with her Christian faith.

And while Davis' critics were cheering over today's decision, Davis receiving growing support from some very high profile places, including from our next guest, Texas Senator and republican presidential candidate, Ted Cruz. You're reaction to this --

SEN. TED CRUZ, R-TEXAS, PRESIDENTIAL CANDIDATE: Megyn, it's always good to be with you.

KELLY: It's good to see you. Some of the republican candidates like Carly Fiorina came out today and said that if you're going to work for the government, you're going to do the government's will and she said, this is not appropriate by Ms. Davis.

CRUZ: Well, what happened today is an outrage. It is fundamentally wrong. For the first time we're seeing a Christian woman thrown in jail for standing up for her faith. I'll tell you. I stand with Kim Davis, unequivocally. I stand with her and anyone else that the government is trying to persecute for standing up for their faith. This is fundamentally wrong and it's inconsistent with the First Amendment of the constitution.  We are a nation that was formed by people fleeing religious oppression and coming to seek a land where we could worship free of the government getting in the way. And it is stunning what is happening here.

KELLY: Here's what I --

CRUZ: I would also point out, Megyn --

KELLY: I'm sorry. I apologize. Go ahead.

CRUZ: Go ahead.

KELLY: All right. The other side says that --

CRUZ: I was going to --

KELLY: Sorry. So the other side says that she can exercise her faith but she can't -- she shouldn't be in this role. Her job is to issue marriage licenses. So it's an impossibility. She can't just not issue them now that they're legal.

CRUZ: Well, but that's fundamentally wrong. The consequence of that statement, that standard is that Christians can't hold public office or if they do, they must be willing to violate their faith or go to jail. That is not America. That is not how this country works. And let me point out to all of the politicians, both Democrats and Republicans who are touting that if Miss Davis doesn't want to follow this lawless judicial decree from the Supreme Court that she should resign her office. Where have those voices been? Calling for the mayor of San Francisco to resign who has declared San Francisco a sanctuary city. Defying immigration laws.  American citizens have been murdered by violent criminal illegal aliens because of the mayor's violation of the law or where are those voices calling for President Obama to resign for six-and-a-half years, he has defied the law, immigration law, he's defied welfare reform laws, he'd even defied his own ObamaCare. When the mayor of San Francisco and President Obama resign, then we can talk about Kim Davis.

KELLY: Well, it's an issue because the White House came out today and said, no public official is above the law. And yet, you know, you had people on line saying, what about the attorney general of California who is allowed the sanctuary city of San Francisco to stand unchallenged and so on. And yet, let me ask you about this. Because, you know, one of the most persuasive points I think her detractors have is, the Kentucky clerk is that she was apparently offered according to The New York Times the chance to just have her deputies do it. She wouldn't have to do it. Now, it would have to be under her authority. She would have to allow them.  And the deputies were prepared to do it. They issued a licenses. And shed said, "No to that." So what are they supposed to do? What are same-sex couples supposed to do if you've got, you know, the head clerk saying, no one can do it because of my religious beliefs?

CRUZ: Well, but Megyn that's not right under Kentucky law. Number one, her name would be on it regardless and she's saying it's inconsistent with her faith to put her name to it, to being part of it. Now, I would point out that under Kentucky law individuals can go in any other county and get married. But beyond that, listen, this decision from the Supreme Court on marriage was fundamentally illegitimate. Chief Justice Roberts observed in dissent. Quite powerfully. This is not connected to the constitution. This is not from the constitution. And Justice Scalia, let me observe every viewer, I'll recommend for every one of your viewers to read Justice Scalia's powerful dissent where he predicted this marriage decision was so lawless, was so much judicial activism, that state and local officials could be expected to defy it. That's what Justice Scalia said. Now, all of the commentators are saying, they're shocked that she's doing exactly what Justice Scalia said. It's not the job as Justice Scalia said of five unelected lawyers to be the rulers of 320 million Americans and to claim illegitimately the authority to strike down the marriage laws all of 50 states. That is lawless.

KELLY: Right new that is the law of the land and Kim Davis sits in a jail for an undetermined amount of time. Senator Cruz, thank you tonight.  Great to see you.

CRUZ: Thank you, Megyn. Great to be with you.

KELLY: Coming up, Taylor Swift facing some serious backlash over her latest video. Brian Kilmeade is here on what has people so upset.

Plus, is someone trying to sell hacked Hillary Clinton's emails in the black market. There's a new twist on this report. And new develops with the Clinton staffer who is now saying, he will plead the Fifth Amendment when he's asked about her server. Unbelievable stuff. And Shannon Coffin is here next.

(BEGIN VIDEO CLIP)

HILLARY CLINTON, D-PRESIDENTIAL CANDIDATE: I did not send classified material and I did not receive any material that was marked or designated classified which is the way you know whether something is.

(END VIDEO CLIP)

(COMMERCIAL BREAK)

KELLY: Breaking tonight, the Hillary Clinton aide who helped set up her private email server, asserts his fifth amendment rights instead of testifying to the Select Committee investigating the Benghazi attacks, raising new questions about what if anything team Clinton may be trying to hide. But first tonight, there is a new twist in a dramatic report that some of Mrs. Clinton's emails may be up for sale on the black market.  Shannen Coffin is here, he served as the Deputy Assistant Attorney General in the Justice Department Civil Division. We'll talk to him in a moment about the staffer pleading the fifth. But we begin tonight with David Martosko who is the Political Editor for the Daily Mail, they broke the story about the Clinton emails for sale, David, good to see you. So what exactly do we believe is for sale on the black market?

DAVID MARTOSKO, DAILY MAIL POLITICAL EDITOR: Right now it looks like, according to our intelligence sources, very reliable ones, that over the summer this particular intelligence agency became aware that a large number of Hillary Clinton's emails were available for sale for a nominal amount of money, by an Eastern European gentleman who the administration believes got them from Guccifer, this Romanian hacker who is now sitting in prison for hacking Sidney Blumenthal's AOL account.

KELLY: That's her associate. So let me stop you there. So the question is -- because there was one report from this website that the whole -- you know, kit and caboodle, her emails has been offered for sale, the ones that she says she gave to the State Department. Is that what they have or is it Sid Blumenthal's emails and his correspondence with her?

MARTOSKO: I think it's just Sid Blumenthal's emails based on our conversation with intelligence officials. This report that you're citing from a gossip website I think is completely unfounded. Because all they were able to site were emails that were already out there, that were already broken. I think somebody sold them a bill of goods. But of course that got some of our sources wagging saying, you don't know the half of it.  The real story from our point of view is that somebody in the Obama administration's intelligence apparatus had the opportunity to obtain these emails over the summer and they passed on it. They decided not to green light getting them. And you have to understand how this works. There are political appointees inside the intelligence agencies whose only authority is to say no to things. Somebody said no, they didn't want that point in time want to risk casting Hillary Clinton in a bad light. Of course now that she's politically drowning and Joe Biden wants to run for President apparently, that decision might very well have been different if it presented itself today.

KELLY: And the other shoe may fall because now there are reports tonight according to Bloomberg that the FBI has begun a probe into finding out whether foreign intelligence services compromised her server and hacked into it during and after her tenure as Secretary of State. So it may not be just Guccifer who has hacked documents, it may have gone well beyond -- David, always great to see you. Thanks for being here.

MARTOSKO: My pleasure. Thank you, Megyn.

KELLY: Well, all this comes less than 24 hours after we first learned that an aide who handled the Clinton server and helped set it up has chosen to plead the fifth rather than testify before the Benghazi Select Committee. Brian Pagliano is refusing to testify or offer up any documents. His attorney noting one of the fifth amendments basic functions is to protect innocent men. Shannen Coffin served as a Deputy Assistant Attorney General, is a Former Vice President -- Former Council to Vice President Dick Cheney. Shannen, good to see you. People here -- this dude pleaded the fifth. Why? What does it tell you?

SHANNEN COFFIN, FMR DEP ASST IN DOJ CIVIL DIVISION: Well, what it tells me first of all is, you know, this takes it up to a new level for Hillary Clinton. The appearance of this is quite bad, right? And the political implications of it are serious as well. For the staffer, why might he have done it? Well, this could be a very good move because he pleads the fifth and if the committee or the FBI wants to get information from him, they can immunize his testimony so that he can't be prosecuted.

KELLY: Why wouldn't they have done that already? Why they wouldn't have said to him -- he hasn't testified yet, but his lawyers said don't bother because this is what's going to happen

COFFIN: Well, it's part of the dance. If he's going to cooperate, there's no reason to offer him immunity. So he's now saying, look, if you want my client's cooperation, you're going to have the -- you know, you're going to have to put up for the FBI. Why might he be doing it?

KELLY: That's the question.

COFFIN: Look, it's very hard to know because we don't know the facts.  But, you know, he set up the server, he maintained the server. And we've been saying all along that the maintenance of this server in taking all of these documents off line could implicate statutes that prohibit the concealment of federal records, the removal of federal records, and the destruction of federal records, which of course is what she could be liable for. But he might be liable if he knowingly helped her. He might be liable for aiding and abetting liability.

KELLY: Now the Clintons are coming out and saying -- look, Cheryl Mills testified today, that's her former Chief of Staff. She answered all of the questions, she asked that her testimony be made public. We've got nothing to hide. We told everybody to talk. However, Cheryl Mills -- the Chief of Staff who was corresponding with Hillary Clinton is in a much different position from the dude who set up the server.

COFFIN: This guy might be the only guy who knows what the word wiped means within the Clinton campaign.

KELLY: Let me show the viewers to what you're referring. Because the Clinton campaign Spokesperson Brian Fallon was asked about their production of documents and the server today over on CNN, and watch this exchange in particular, how it ends.

(BEGIN VIDEO CLIP)

UNIDENTIFIED FEMALE: Why didn't she keep them on the server?

BRIAN FALLON, CLINTON PRESS SECRETARY: I don't know what the relevant -- the pertinence of that would have been. If the Justice Department -- in addition to having the electronic form of the PDF's that was provided to the State Department, they also now have the server. So I don't know what the FBI is going to do with it but they very well may seek to...

UNIDENTIFIED FEMALE: The wiped server.

FALLON: Any of operation on it...

UNIDENTIFIED FEMALE: The wiped server, is that right?

FALLON: I don't know what wiped means.

(END VIDEO CLIP)

KELLY: Really?

COFFIN: Yeah, I know. Really -- and look, this is the guy who, you know, was responsible for setting up and maintaining the server. I don't know what he knows. We don't know what he knows. But he clearly was on the ground floor of this. And the FBI is very curious to know what -- how this server, you know, came to be, right?

KELLY: And -- and what the instructions were and what its purpose was.

COFFIN: Correct.

KELLY: And whether somebody was concerned about people being able to track the documents on it, even the professional documents. Here's my last question. Do you believe it is likely, maybe not now, but down the line that Tray Gowdy gives this guy absolute immunity and then can compel his testimony and we get to hear from Mr. Pagliano all about the server?

COFFIN: It may not be Trey Gowdy. It may be the FBI. But if they really want this story, this may be the only way to do so. This is a -- you know, this is a small fish, Megyn. This isn't the guy that the FBI or Trey Gowdy cares about. They want the facts. And the only way to get the facts from this guy at this point may be to give him immunity.

KELLY: And if they do that, then they can compel him to testify, correct?

COFFIN: Then he has -- he's protected from the use of that testimony, yes. They can compel him.

KELLY: And he's going to start singing. Shannen, great to see you.

COFFIN: Nice to see you.

KELLY: Up next, Brian Kilmeade is here to give us his take on why this woman lied to cops in the middle of a massive manhunt for three suspected cop killers.

Plus, this guy managed to save his kids from a burning building but we'll show you why his next move is earning him all of the attention.

And Taylor Swift receiving major backlash for a video she shot in Africa, think you can guess why? The answer is next with Kilmeade.

(COMMERCIAL BREAK)

KELLY: An Illinois nanny is in big trouble tonight for lying to the police after claiming that she spotted a possible suspect in the death of Lieutenant Charles Joseph Gliniewicz who was shot and killed on Tuesday.  The woman's claims resulted in an extensive search in the area that turned up empty. She's been charged with filing a fake police report. Joining me now with the details, Brian Kilmeade, he is the co-host of Fox and Friends and the Host of Kilmeade and Friends right here on the Fox News Radio. Why would a nanny call in a fake police report about cop killers?

BRIAN KILMEADE," FOX & FRIENDS" CO-HOST: Well I'll tell you, but I can't understand it. What she basically said that she did and actually held up this investigation for five hours, detained 85 federal agents, state and local law enforcement, 11 police dogs stayed in this area trying to find what she said are three men, she says they're two black and one white -- came up to her car and asked to get in. When she says she's going to call the police, he says they ran into a corn field, at which time she called 911, and said I swear this happened. And then she broke down and said he's seeking attention from a family that employs her as a nanny and chose location because it was close to where the guy they called G.I. Joe...

KELLY: She was seeking attention.

KILMEADE: Seeking attention.

KELLY: I'm sure she got it.

KILMEADE: Thirty-year-old wants attention. Look at her now. Does she look like somebody that needs attention?

KELLY: It wasn't like she was late for work. They stopped me. I almost helped solve a crime. Sorry I missed little junior's first day at school.

KILMEADE: As aghast as you were, the cops must have felt the same way, for them to take call of these resources.

KELLY: They smelled a rat, though.

KILMEADE: Took five hours to smell a rat.

KELLY: They told her that DNA testing was conducted on the door that she claimed one of the men tried to open it she was like oh never mind.  And here's the capper, she's done this before. Apparently she made a false police report last year when she contacted authorities claiming to have information about a missing person. She's a charmer. Ok.

KILMEADE: She's in jail right now on $100,000 bond, a felony and two misdemeanors.

KELLY: Enjoy prison.

Ok, Taylor Swift is accused of racism, why?

KILMEADE: It's obvious, its way overdue. Clearly if you followed her career as I share the screen again with Taylor Swift in her latest video, she appears with a guy who really doesn't have anything going for him, it's Scott Eastwood. Obviously didn't get any of the good looks. But we're watching the video and I think this is scenic and successful, I believe 19 million views is an indication of that. It turns out, upon further review, some critics say there's a lack of diversity in this because Megyn, as you see this is a flash back to a colonial period in our history, not American history in which they say is not a great time because white people got rich because of slave labor. However, that's not Taylor Swift's objective.

KELLY: So they're saying she shouldn't have shot the video in Africa?

KILMEADE: Without using black people.

KELLY: Oh I see.

KILMEADE: But here's the problem. Taylor Swift is not doing a documentary. She's singing a song and she's trying to explain she's being Richard Burton and Audrey Hepburn. He's had a lot of women. They're having an affair. And I haven't really watched the video since cheap trick came out with Surrender, and the only one I really understood that told a story was Madonna's poppa don't preach -- because he would turn into a very good movie with Spike Lee a little bit later.

KELLY: Nobody accused her of racism.

KILMEADE: Right but -- but they do say this, there is a history for it for critics, they say the last song that she sang which was very successful...

KELLY: Shake it off.

KILMEADE: Shake it off -- that had the white people as ballerinas, and when it came to twerking, they used black people. And I tell you what, I go against that genre if that is, because I prefer twerking to ballet.

KELLY: I'd like to see you do that. There it is in the next block.  Before we get to that, something big happened at the U.S. Open where there was apparently a tennis meltdown -- the Open, a meltdown.

KILMEADE: Bethany Maddox Sands was taking on Coco Vandeweghe and it turns out Coco was not having a good day. She lost the first five games, at which time she blamed the racket. How do I know? And then the crowd starts to cheer.

KELLY: I do the same thing with my arms. Come on.

KILMEADE: Blame the racket. Just so you know that did nothing for her game. She went on to lose and she gets eliminated. But I will tell you this, why is she on Megyn Kelly's show tonight, why are we showing this, why has it gone viral? Because even if -- Tennis is a great game.  It's fantastic. However to make it in tennis you need a temper, you need to show personality. There's one man with a toe fungus commercial and it's John McEnroe because he is on our channel every 15 minutes.

KELLY: What about Serena Williams, remember a couple of years ago when she yelled at that ref.

KILMEADE: Megyn, you do not role her championships. But when Serena had a meltdown, America rolls those tapes.

KELLY: That's true. But you know in our defense, Serena's had so many championships.

KILMEADE: Right. That's a good way to rationalize it.

(CROSSTALK)

KELLY: What about Andre Agassi?

KILMEADE: Andre Agassi won in the beginning when he had long hair, later when he lost hair he also lost his temper.

KELLY: We love the U.S. Open. We're actually going next week.

KILMEADE: You mean me and you?

KELLY: No. I'm going with my husband.

KILMEADE: You looked at me and said we, I thought it was surprise invitation. It would have been a real surprise.

KELLY: Pipe down, because I know you got to go off to the side and practice the twerking because we have to come back. And we're going the talk about a California man's reaction after a fire leaves him without a home, but not without his ribs.

(BEGIN VIDEO CLIP)

UNIDENTIFIED MALE: I got my kids -- first day I got my kids and I thought about my ribs, I didn't want to let my ribs burn and stuff because I take pride in what I do, man.

(END VIDEO CLIP)

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UNIDENTIFIED MALE: From the world headquarters of Fox News, it is "The Kelly File," with Megyn Kelly.

KELLY: It's back to school time. That means more outrageous college courses and professors. According to new reporting, you can find plenty of those at Washington State University. Brian Kilmeade has the story on three professors there who aren't big fans of the first amendment.

KILMEADE: You know what, at least three. And for the most part, you have a series of professors in various ethnic studies, who are really doing outrageous things. And by the way, in case you're saying my professor is a little crazy, I don't agree, what's the big deal, the big deal is they're docking them grades, they're marking them absent when they're there if they don't do what they tell them. Here's an example. There's one professor out there by -- who goes by the name of Washington State University, whose name eludes me.

KELLY: Salena Lester Breeks, there is Rebecca Fowler, and John Streamus.

KILMEADE: This is Breeks, Breeks says do not use the term illegal alien, do not use the term male or female.

KELLY: Male or female.

KILMEADE: Yes -- and wants other students to defer to nonwhite students.

KELLY: She said if you use the term male or female, it is oppressive and hateful language.

KILMEADE: Male or female. How dare you differ in gender? This other woman Salena Lester Breeks is also a walk in the park. She fails kids for a semester in extreme cases, takes points away if they don't do what she says or use any of the oppressive language, or if any of her banned words.  She also gives them a failing grade if they don't do what she says. She teaches various ethnic courses.

KELLY: How about John Streamus? He sounds like a charmer.

KILMEADE: He calls his own college -- Washington State University, White Supremacist University.

KELLY: He called one student a white S bag.

KILMEADE: I was going to say that but there's almost nothing you can say --unbelievable. They want their students to acknowledge racism, classism, and sexism as well as heterosexism. So how dare you be heterosexual?

KELLY: You know what I acknowledge the assism, can you say that?

KILMEADE: Yes you can.

KELLY: Jack-assism. That's what I'm saying. All right, we have to move because the Washington State University said, well, there is a first amendment but no one is fired or in trouble. Let's move to a happier story, the story of Robert Wright, who rescued his family from a fire and then remembered one other thing.

KILMEADE: If you have an impulse, even at a time 3:00 in the morning.  Robert Wright realized he was really hungry at 3:00 in the morning. So he fired up the barbecue and started cooking ribs in the backyard.

KELLY: Who hasn't been there?

KILMEADE: Me. He looked over to the left and saw a raging fire of his friends. However, his family was inside. So he thought leave the ribs alone. Go get my family. He gets his family out, at which time he realizes, I might as well go back and get the ribs. He gets the ribs and proudly displays them for the world to see saying he saved his family, he got the ribs.

KELLY: Good for him. A late night snack and saved somebody's life.  Amen to that. Brian, good to see you, it's not going to be the same when I wake up in the middle of the night and have a little quest bar. Not the same at all. We'll be right back.

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(BEGIN VIDEO CLIP)

UNIDENTIFIED MALE: I got my kids -- first day I got my kids and I thought about my ribs, I didn't want to let my ribs burn and stuff because I take pride in what I do, man.

(END VIDEO CLIP)

KELLY: Amen. Robert Wright is going to have a great Labor Day. I hope you do too. See you Tuesday. I'm Megyn Kelly. This is "The Kelly File."

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