This paper argues that there is something deeply wrong with the attempt to give rule-following explanations of broadly rational activities. It thus supports the view that rational norms are part of the ‘bedrock’ and it challenges the widespread strategy of attempting to explain an individual's rational or linguistic abilities by attributing to her knowledge of a theory of some kind. The theorist who would attempt to attribute knowledge of norms to an individual in order to explain her ability to act rationally is presented with a dilemma: either she is committed to a (vicious) explanatory regress or she destroys the normative nature of these rational practices or activities, thus making it pointless to attribute knowledge of the norms to an individual who participates in these practices. The appeal to tacit or implicit knowledge does not help in avoiding the basic dilemma.