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Witnesses said the pair were touching each other inappropriately and at least one spectator said they appeared to be engaging in oral sex.
Sheriff's Lt. Kenn Nelson told MSNBC Helwig allegedly punched one of the complaining patrons in the face when the show ended.
Helwig was arrested and charged with misdemeanor battery. Torello was cited for public intoxication and released.
The Border Patrol said the agents, who both joined in 2008, have been placed on administrative leave pending the outcome of an investigation.