Sean Penn, Lauren Kessler

Late Show with David Letterman – Season 8

Dave starts off the show by discussing the launch of Oprah's new magazine, and then he shows a copy of Martha Stewart's rag, claiming that for a time Martha was penniless and living in hollow tree. Then he points out that now Rosie O'Donnell has a magazine. Exasperated, Dave says he's getting his own magazine "chock full of tips on how to live your life just like me!" and shows bogus Dave and Oprah magazines.