This was an answer from a footy web site
Well, Stuart, it may surprise you to hear that when the sober-suited bods at the FA sat down to write their new-fangled laws and rules in 1886, they failed to set any legislation in place to take care of just such an eventuality (presumably preoccupied with the latest cholera epidemic or playing with their new mechanical adding machine).
But, we consulted with the FA stattos on this one and were told that, though there are no rules, the convention would in all likelihood be that the first player to score a hat-trick would receive the match ball. Thus, as Rocchi completed his hat-trick in the 62nd minute, 14 minutes before Trezeguet made it 3-3, the Empoli striker should have be the one making space on his mantelpiece, which we hope is level or else the ball will keep rolling off it.
As far as Stuart's second question went, there are in fact several examples of three players scoring a hat-trick in one game. The last instance - which, incidentally, is also the last instance of a team scoring 10 goals in an English league game - comes from November 7 1987, when Manchester City beat Huddersfield Town 10-1 in the old Second Division. Neil McNab opened the scoring before Tony ******, Paul Stewart and David White all put him in the shade by scoring three each. We can't say for certain what they did with the match ball, but rumour has it they were shocked at the loud bang as they tried to cut it in three