NEW YORK - In a rare appearance on someone else's talk show, David Letterman was a guest at the 22nd season premiere of "," which taped before thousands of cheering fans at Madison Square Garden in New York instead of in Chicago.

Winfrey asked Letterman, 60, if he was "interview-phobic."

"It's just that you know, when you have your own show, you have plenty of time to talk about whatever you want to talk about anyway," the host of the "Late Show with David Letterman" said.

Winfrey got him to open up a bit, talking about his love for a home he keeps in Montana and how honoured he was to have a communications building dedicated in his name this month at his alma mater, Ball State University. He even showed family photos.

The birth of his son Harry has made a "huge difference" in Letterman's life, but the three-year-old does not always get his father's sense of humour.

"Mommy has to tell him a lot that I'm just teasing," Letterman said.

Letterman said he struggles between using "patience or discipline" raising his son, whose mother is Letterman's girlfriend Regina Laskey. Letterman said Harry had to be placed on the "naughty chair" over the weekend after misbehaving.

"He's still there," Letterman joked.

The visit marks another step forward in a once uncomfortable relationship between the two stars. Winfrey twice appeared on Letterman's NBC show before he jumped networks in 1993, but then rejected repeated offers to visit again. In 2003, Winfrey told Time magazine she would not appear with Letterman because she had been "completely uncomfortable" as the target of his jokes.

Their reconciliation began in 2005 when Winfrey appeared on CBS' "Late Show with David Letterman." During the broadcast, he escorted her across the street to the opening night of the Broadway musical "The Color Purple," which she produced.

The two then appeared in a surprise promotion for his "Late Show" during January's Super Bowl in which Letterman was shown munching chips on the couch, then being reprimanded by Winfrey for talking with his mouth full.

Winfrey assured Letterman their frosty relations are over, showing footage of her office in which two photos of Winfrey and Letterman are mixed in among photos of Winfrey with John Travolta, Stevie Wonder, Nelson Mandela and her boyfriend Stedman Graham.

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David Letterman, who appeared on the season premiere of "The Oprah Winfrey Show" on Monday, brought one of his trademark Top 10 lists titled, "Top 10 Reasons I love Oprah."

-No. 10: She smells great.

-No. 9: Without her, we would have never known that quack Dr. Phil.

-No. 8: She helped me start my wildly popular D magazine.

-No. 7: We're yoga buddies.

-No. 6: Oprah's incredibly busy, yet she always finds time to ignore my calls.

-No. 5: She agreed to validate my parking.

-No. 4: Taught me how to launder money in the Cayman Islands.

-No. 3: Anytime I'm in Chicago, she lets me crash on her couch.

-No. 2: Oprah gave me my first post-surgery sponge bath.

-No. 1: She's giving everybody in today's audience a new house.