They were finished. i believe the only guitar he has with a finished neck now is the 1st Scyth guitar he had(white)
Also, instead of sanding all the paint off your jackson, you can just take a really fine grit steel wool and rub the finish on the guitar to make it smoother, essentially making if feel like an unfinished neck, but without removing all the paint.
Heres a little video that can explain it alot better than I can
http://www.youtube.com/watch?v=dxGz6IZ9BFI