Lay was also a member of the St. Louis Rams, Berlin Thunder, California Redwoods, and Pittsburgh Power.
He was a prep school quarterback, wide receiver and cornerback at Valley Forge Military Academy in 2001 before attending Pittsburgh.
Lay was selected in the sixth round (174th pick overall) of the 2006 NFL draft by the New Orleans Saints.
Lay was signed by the California Redwoods of the United Football League on September 2, 2009.
However, following a players' strike, Lay was placed on League Suspension on April 5, 2012, where he remained for the entirety of the 2012 season.