This morning, I did something I've never done in my life,' Letterman
told viewers. 'I had to go downtown and testify before a grand jury.

'This whole thing has been quite scary," he said. 'I had to tell them
how I was disturbed by this. I was scared for my family. I felt
menaced by this man.'

Then, Letterman added, 'I had to tell them all the creepy things I had
done.'

Three weeks ago, Letterman said he got in his car early in the morning
and found a package with a letter saying 'I know that you do some
terrible, terrible things and that I can prove you do some terrible
things.'

Letterman added: “Sure enough, contained in the package was stuff to
prove that I do terrible things.”

Amid laughter, applause and exclamations from an increasingly stunned
audience, Letterman continued: 'The creepy stuff was that I have had
sex with women who work for me on this show.

'My response to that is, yes I have,' Letterman said.
David Letterman
David Letterman

Mea culpa: Letterman received a package and a letter that the writer
said was proof he had done some terrible things and demanded $2million

Unable to resist a joke, he said: 'I know what you’re saying... I’ll
be darned, Dave had sex! Would it be embarrassing if it were made
public? Perhaps it would, perhaps it would, and especially for the
women.

'I was worried for myself, I was worried for my family, ' he said. 'I
felt menaced by this, and I had to tell them all of the creepy things
that I had done.