I\'m not a farrier and don\'t play one on TV, but here is the explanation Mike Harrington gave this morning:
  The shoe had been applied to Creative Cause\'s hoof using a binding material, sort of a Super Glue which hardens to become basically an extension of the hoof wall. The shoe became displaced during the flight to Kentucky, after which the groom removed the shoe completely - and along with it came a small chunk of that binding material that had remained adhered tightly to a portion of the shoe. It wasn\'t part of the actual hoof wall, just a piece of the hardened glue.
  Understanding that trainers routinely say such problems are \"no big deal,\" Harrington did convincingly make it sound like this particular issue was nothing to worry about.