In this paper Section 1 distinguishes between two modes of interpreting legal rules: rehearsal and discourse, arguing that the former takes priority over the latter in law, as in many other contexts. Section 2 offers two arguments that following a legal rule in the rehearsing mode presents a riddle. The first argument develops from law, and submits that legal rules do not tell us anything, because they are tautological. The second one develops from philosophy (Wittgenstein's later works), confronting us with the paradox that incompatible courses of action may be derived from any rule. My solution presents a theory of rules as icons (Section 3). I use “icon” rather than “picture,” partly to avoid confusion with what is known among philosophers as “the picture theory of meaning.” Interpretation in the rehearsing mode hinges on imagination: imagining oneself in the space of reasons for action rather than reasoning oneself. In this act of imagination, we project ourselves into the rule in ways that are similar to the way we grasp the sense of paintings, music, stories, or poems. Finally (Section 4) I will defend the position that my view solves the puzzles in the second section, by arguing (a) that it is a better account of what Wittgenstein wrote than two competing theories (intuitionism and conventionalism), and (b) that it provides a more satisfactory account of how lawyers deal with legal rules in actual practice.