lol.. marilyn said this after she was being pushed around about her artistic nude photos that she did when she was still known as Norma (Jean) Monroe, now that she was an actress Heffner published the pics in his FIRST EVER playboy and the media went nutty.. so when she came to do an interview that she did not think would be one that asked about the taboo pictures (remember this was the 50's lol) they asked her is it true you had nothing on???
And instead of getting embarrassed or running away or letting it get to scandal etc.. she calmly said "no, its not true I had nothing on... I had the radio on." which made everyone laugh. :)) (only Marilyn could do that)
