It goes back to the time at All News Channel in Minneapolis. I'll speak more later about my time there, but we had The Dalai Lama as a super and I commented that I would love to have a "the" in front of my name. It kind of stuck after that.
Later in my time at the capitol, The Dalai Lama spoke to the Legislature. We supered him "His Holiness, the Dalai Lama". From that point on, I became HHtheCarr, but that hasn't stuck.