Rule following is often made an unnecessary mystery in the philosophy of social science. One form of mystification is the issue of 'rule finitism', which raises the puzzle as to how a learner can possibly extend the rule to applications beyond those examples which have been given as instruction in the rule. Despite the claim that this problem originated in the work of Wittgenstein, it is clear that his philosophical method is designed to evaporate, not perpetuate, such problems. The supposed problem of rule finitism is malformed, deriving from misconceptions about the relation between understanding a rule and making an application of it.