Letterman's house quote?

I just saw and finished this movie the other day on one of the pain channels such as Starz or Encore, etc. I can't really remember which one but there is a quote during the movie that made me think and I'm hoping someone here can provide me with an amswer.

Anyways, during the scene where one of the cheerleaders is visiting her mother friend at jail, the cheerleader was saying:

"Really? You were cell mates with her? Oh my G-d, she was my hero! Did she tell you what Letterman's house was like?"

Can anyone clear this up for me? I assume the cheerleader was talking about David Letterman, right? If so, what's the whole story behind that quote?

Thanks to whomever is reading this and I would greatly appreciate to whomever can answer this question.

Cheers!