Puzzle No.9

The gym was generally crowded at lunch hour and part of the reason was that Alf Adams, Bill Boundy, Don Dinelli and Gary Goodman always attended.
Following their workout the four would regularly retire to the sauna. Alf and Bill read magazines. Don always brought a thermos with a drink, and Gary just talked about the next million pound deal he was working on. One day when they left the sauna they realised Gary had not come out. When they went back in they found him with a deep stabwound through the heart. Detectives searched the sauna for clues but found none. An autopsy even failed to identify the murder weapon.
How had he been killed and by whom?

I do realise that this question isnt really a logic one or even a riddle. I put it here cause ppl are bound to put up some laugh of an explaination that.
Its from mindtrap and in that game Q's with y/n answers are possible so its damn hard to get the answer without that. Lets see some good ones tho