Pitching changes during an inning

Question
Last night I had both umpires tell me that you cannot change pitchers during a batters at bat.  You must wait until the pitcher completes that batters entire at bat.  They cited this is a major league rule.  I disagree.  I believe you can change pitchers with a count already on a batter regardless of whether the pitcher is injured or not.

Answer
The MLB rule is that a coach may not visit the mound twice while the same batter is at bat. There is nothing saying that you cannot remove a pitcher during an at-bat. Visit this site and look at rule 8.06:

http://mlb.mlb.com/mlb/downloads/y2008/official_rules/08_the_pitcher.pdf