Former Wisconsin Gov. Tommy Thompson told a Tea Party rally crowd in Madison that he will not challenge Sen. Russ Feingold, a major blow to Republican hopes of ousting the three-term Democrat. It came down to family considerations, Thompson said.

"My family did not want me to run," he told the Milwaukee Journal Sentinel moments before taking the stage at the rally.

A Republican source told RealClearPolitics yesterday that Thompson would not run. Thompson later told the AP he had not made up his mind.

Thompson had been leading Feingold in recent polling, while Feingold leads two other Republicans currently running, Terrence Wall and Dave Westlake. With Thompson out, state Commerce Secretary Dick Leinenkugel is reportedly considering a bid.