The shark actually came from Harpeth HS in Tennesee.
If you watch the DVD, you'll see the shark eat the fat lady right at a huge chord change - that was pure luck of timing as it wasn't planned that way - but worked out great. Also, the shark was supposed to end up closer to the 50 yard line, but got caught up on a piece of fabric covering the shark's wheels. He "broke down" on several horn players' final sets. They made a quick adjustment and you could barely notice anything went wrong.