On Monday, we trained as normal and then had a signing session at Bloomfield Road. One fan insisted that his mate, who works for Sky, had told him Simon was signing for Leeds.
We all thought that was strange because he was only sitting a few chairs away from us, happily posing for pictures with the fans. How wrong were we!
It's the first time in my career that a manager has left mid-season and I can honestly say that we players had no idea - we only found out when the fans did, or even after some fans did.
The vast majority of our squad were brought in by Grayson so we are all gutted he has left. Anyone who has been in football a while will know that good managers who you get on with don't come around that often. That's obviously why Leeds have snapped him up.
We all wish 'Larry' the best at Leeds. They are the team he supported as a boy and have massive potential so you can't blame him for taking his chance.
By the time we came into training on Wednesday we'd got over the shock and were gossiping about potential new managers.
You always fear that a manager from your past will come back to haunt you but I should be safe - I don't think Carlton Palmer will be in the running for this one.
Assistant manager Tony Parkes and coach Steve Thompson have taken temporary charge.
The lads are all pretty happy with that because we know how these two work and things won't change too much.
If there is one person you want as caretaker manager then it's Tony Parkes.
He must have done it about 20 times for Blackburn Rovers and saved them from relegation countless times.
We've all been joking that Tony will be trying to sign Shearer, Sutton and Ripley because it has been so long since he was last caretaker manager.
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