They're chanting "FOX NEWS SUCKS" and "FUCK FOX NEWS" because right in front of the Garden, where the CSPAN cameras are, is a HUGE billboard for FOX News. It's awesome! I saw it last weekend when my wife and I went to the hotel across the street from Madison Square Garden to hand-paint signs that will be used during the convention.
As much as they hate Fox, I am starting to get annoyed with them. They are pandering to the left. I.E., O'reilly,Wallace, etc)