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Bristol Palin is as shocked as everyone else that she's made it to next week's "Dancing with the Stars" finals -- beating out early favorite Brandy, who was eliminated Tuesday.

"I'm thrilled! It hasn't fully sunk in for me," Palin, 20, told UsMagazine.com after Tuesday's show. "I know we're in the finals, but it doesn't seem real yet."

The famous teen mom (and daughter to former Alaska governor Sarah Palin) said she knows that her final-three status is controversial, since she routinely garnered the lowest scores from judges. One  (One 67-year-old Wisconsin man was so incensed that he blasted his TV with a shotgun following the results -- leading to an overnight standoff with a SWAT team, the Associated Press reports.)

But Palin said she's not hurt by the skeptics. "I know I've worked hard to get where I am," she said. "I definitely feel like I'm the most improved dancer on this show -- so I'm comfortable with that."

Her pro partner Mark Ballas added that "DWTS" has a long history of "shocking" results. "It's not as crazy as when Sabrina Bryan went home, or [when] Joanna Krupa went home. Or Jennie Garth going home, or Mel B not winning ... same story, different day, you know?" Ballas, 24, told Us.

Ballas added that the final three (which also includes Jennifer Grey and Kyle Massey) is a "good group" with "positive energy...no matter who wins, we're all going to be there hugging and shaking hands, having a great time!"


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