It's not up to him. The NHL has the final say as to where the Penguins will play.
The NHL's bylaws are not public documents, but they contain a passage that defines many conditions that need to be exhausted before a team would be allowed to move, NHL spokesman Frank Brown said yesterday.
Since the Penguins' major problem is its facility, the NHL probably would not approve relocation as long as there is an active plan for a new arena.
Finngold can talk about Redneck Heaven all he wants. But there are still rules to follow before he can do anything.
If you want a good site where it discusses this move in depth, I suggest http://kchockeybuzz.blogspot.com/