After beating the Phillies in the World Series, Andy Pettitte, Jorge Posada, and Derek Jeter faced another challenge last night: dealing with David Letterman. Letterman joked with the Yankees players about their careers and personal lives. At one point the talk show host told the audience that during the three years Pettitte left the Yankees to play for the Texas Rangers he was actually "run[ning] a dairy queen." Letterman also pressed Jeter on his rumored engagement to actress Minka Kelly, which the Yankee slugger denied. World Series MVP Hideki Matsui also made a guest appearance. WATCH: More on David Letterman