NEW YORK (AP) -- Former Illinois Gov. Rod Blagojevich (bluh-GOY'-uh-vich) tells David Letterman he keeps thinking he'll wake up and people will realize "this is just one big misunderstanding." The ousted governor showed up Tuesday for a taping of CBS' "Late Show with David Letterman." He laughed with the audience when Letterman mentioned watching him on several television talk shows. Letterman joked that the more Blagojevich talked and repeated his claims of innocence, the more the host said to himself, "Oh, this guy is guilty." The Illinois Senate convicted Blagojevich last week of abuse of power. He also faces federal charges including allegations he tried to profit from selling President Barack Obama's U.S. Senate seat.