According to a brilliant interview in OK magazine, it 's because he got attacked by a kangaroo he was teasing in Australia! You might like to read the whole interview, it's really funny. You should also check out the official Keith Lemon fan site - just type his name in a search engine and you will find it.
Keith Lemon aka Leigh Francis was born May 30, 1974 and is an English comedian best known in the UK as Avid Merrion from Channel 4's comedy show, Bo' Selecta! He is also well known as the northern businessman Keith Lemon from Keith Lemon's Very Brilliant World Tour and Celebrity Juice. He has used the Keith Lemon character to appear on a variety of other television programs. There's an unofficial Keith Lemon fansite here: www.keithlemon.co.uk/ where he's pictured with the bandage on his hand - apparently the result of a kangaroo attack?!