Many thanks to Nikki for letting us show the letter, and to Margo for the tip.
Transcript follows.

Transcript
Late Night with Conan O'Brien
Jan.24, 2003
Dear Nikki -
Thanks for your very flattering offer. It's great to know I have such a devoted fan out there, and I'm sure you ould make a great prom date (I didn't go to mine - it's a very sad story).
Unfortunately, I got married recently and my wife doesn't allow me to go to proms anymore with cute 16 year old girls. Still, it was very cool of you to ask me. Thanks and have a great evening.
Your Friend,
Conan