David Letterman admits to having sex with employees and being targeted by extortion on the October 1st edition of The Late Show on CBS. A con artist who claimed to have proof that David Letterman bedded several female staff members tried to extort $2 million from the the funnyman, he told his audience Thursday night. The stunning admission came hours after Letterman testified before a grand jury and admitted to "sexual relationships with members of his staff." "This morning, I did something I've never done in my life," said Letterman. "I had to go downtown and testify before a grand jury." The "Late Show" host received a package from an individual who claimed to have information on his dalliances with female employees and said he would be outed unless he came up with $2 million.