On his late night talk show Thursday, David Letterman shocked fans by revealing that someone tried to extort him over "sexual relationships" he had with female employees.

"This morning, I did something I've never done in my life," Letterman, 62, told his audience. "I had to go downtown and testify before a grand jury."

He said he had received a package from an individual who claimed to have information on his flings  with female employees and threatened to go to the press unless Letterman handed over $2 million.

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Letterman contacted the Manhattan District Attorney's office, who launched an investigation.

Investigators advised Letterman to mail a phony $2 million check to the individual, which led to the extortionist's arrest on Thursday. Investigators advised Letterman to mail a phony $2 million check to the individual, which led to the extortionist's arrest on Thursday. Police have identified Robert Halderman, 51, an Emmy Award-winning producer, as a suspect.

Asked if he had sexual relationships, "My response to that is, yes I have. Would it be embarrassing if it were made public? Perhaps it would," Letterman told his audience. "I feel like I need to protect these people - I need to certainly protect my family."

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CBS spokesman Chris Ender says "Letterman's comments on the broadcast tonight speak for themselves."

After spending his life as a bachelor, Letterman wed longtime girlfriend  Regina Lasko in March. In 2003, they welcomed a son, Harry.

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