At what point did Melvin Weinberg start toiling for his father ?
When Conan O'Brien was host of " Saturday Night Live " on March 10 , 2001 , his monologue featured a visit from the " SNL " studio to the " Late Night " studio ( only a few floors apart in the same building , 30 Rockefeller Plaza ) , where Conan discovers Weinberg engaged in sexual intercourse with a woman on his desk ( played by Max 's real - life wife , Becky ) .