Rusty showed up at the grand opening of The McFarland DNA Research Institute dressed as a caveman because:
A) He is protesting recent DNA testing being performed on mummified cavemen.
B) Being a devout creationist, he thinks the theory of evolution is a load of shit, and is exorcising his right to free speech by mocking the idea of cavepeople. The TNT would represent the explosive discoveries he believes will be exposed as a direct result of further DNA testing on ancient remains, believing this to be the logical way to debunk all the caveman nonsense.
C) Rusty spends way too much time on IRC (where his nick is 'CaveDave'), and has lost all touch with reality.