Howard asked how Rob got his gig on "Saturday Night Live" so Rob explained he'd been hired "pretty quick" after the producers saw him do a 20-minute stand-up routine.
"I was never as good as Jerry Seinfeld or anyone [like that] but I had that 20 minutes that was really good," Rob said.
He started as a writer and eventually became on-air talent, thanks to the support of Dennis Miller. Rob said the show was a great way to get a leg up in showbiz. "They've never really had any competition there [at 11:30 p.m. on Saturday night] so it's like a good restaurant in a great location," Rob added.