Carmen Electra: So he... so he approached me and asked me if I could sing or dance. I said yes.

David Letterman: You were dancing professionally then?

Carmen Electra: Yeah, I've been dancing since I was 5 years old.

David Letterman: Oh really? What kind of stuff -- I mean I guess we know what kind of stuff, but alright.

Carmen Electra: Booty shake.

David Letterman: And he sees you and he says, "You want to be in the band", and uh...

Carmen Electra: Well, I auditioned for the band and then I didn't hear from him for two months, so I assumed that he didn't like me and that I wasn't very talented, and I was very sad about it.

David Letterman: Again, this is like what David Schwimmer was talking about: it's a very fragile existence for performers and entertainers.

Carmen Electra: And then he called me two months later and he said, "You know, I think you should go solo. I wrote you a song." He asked me to move to Minneapolis, so I did, I recorded my album with him.

David Letterman: Do you like Minneapolis? It's a great town.

Carmen Electra: It's a little cold, I don't like the cold weather.

David Letterman: Isn't it interesting that Prince lives in Minneapolis?

Carmen Electra: I know!

They then talked about Carmen's appearance in Playboy [USA, May 1996], and Carmen explained how her family was very supportive of that.