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This is a rush transcript from "On the Record," Sept. 1, 2010. This copy may not be in its final form and may be updated.
GRETA VAN SUSTEREN, FOX NEWS HOST: Right now you go behind the scenes at the U.S. Open. Your guides, the Bryan brothers. They are 32, they are the number one doubles team in the world. They've already won 64 titles, but there is so much more to them than just tennis. They have a foundation and they're also musicians. You will really enjoy getting to know them.
We met up with them in Flushing, Queens before their first match at the U.S. Open.
(BEGIN VIDEOTAPE)
VAN SUSTEREN: Thank you for joining us. It's wonderful to be here at the U.S. Open.
BOB BRYAN, DOUBLES TENNIS PLAYER: Thanks for having us.
VAN SUSTEREN: You guys excited to be here?
MIKE BRYAN, DOUBLES TENNIS PLAYER: This is a good time of the year for us. Long lead up to the summer season this is the big one.
VAN SUSTEREN: Speaking of that, I have some tennis balls that I need to have you sign. Got a pen?
MIKE BRYAN: You sign it for us.
BOB BRYAN: We want your autograph. All right, "To Greta." All right, there you go.
VAN SUSTEREN: Do you guys have any idea how exciting it is for us to be here? It is exciting for us.
MIKE BRYAN: We are excited to see you. We watch you on TV every night, and we are big fans of you.
VAN SUSTEREN: Why do you guys win all the time?
BOB BRYAN: It helps being twins. A guy you have been with for 32 to straight years together every single day, you kind of think alike, and doubles is about communication.
VAN SUSTEREN: That's what I thought, every little intricate part of each other?
BOB BRYAN: Yes, and we played thousands of matches together. There are teams joining up for the first time this week. We have miles of experience on these guys. And we are never going to give up on each other. A lot of these guys have tough matches and they break up. We are always building.
VAN SUSTEREN: People know you from tennis. There is so much more to you. Let's start with music. What is with the music?
MIKE BRYAN: We love it. It's our secondary passion. We are always jamming in the hotel rooms, I bring a guitar he brings a piano. We started playing when we were just two-years-old. My dad played in a band. So we've always done tennis and music together.
We just cut an album last year and having fun. We are using music to raise money for our charity, the Bryan Brothers Foundation. And who knows, after tennis we might try go fulltime music.
MIKE BRYAN: We actually had our biggest gig ever yesterday in Arthur Ashe stadium, 22,000 people. We did two songs, it was packed. Our hearts were going. Tennis seems easy. It was a rush. I didn't sleep all the night before. And I sleep like a baby before a match. But going out there and seeing a sea of people that you are trying to -- it is not as natural.
BOB BRYAN: You can mess up doing music definitely. But tennis comes second nature.
VAN SUSTEREN: Some people can mess up playing tennis. You don't ever get nervous when you go out on the court?
BOB BRYAN: Davis Cup matches are a little more nerve-racking, when you are playing for something other than each other, for your country. You got a lot of people, staff and people depending on you. Yes, it is tough.
VAN SUSTEREN: Is it a job or is it still fun?
MIKE BRYAN: It is still fun for us. We love doing it together. I think being a twin, playing with your brother and traveling with your brother is a lot of fun. If we were playing singles, I don't know if we would still be out here.
It is still a job, though. You feel that week in and week out. But it is the best job you can have. Playing in the sun, going to nice spots around the world and doing what we love.
VAN SUSTEREN: Do you argue at all? If I played a sport with my sister she would be bossing me around all the time.
MIKE BRYAN: We are still brothers. We still get into fights. The losses are tough. When you lose, true professionals would fly to different cities to see their families. Mike and I are sitting in row 2a and 2b and telling each other everything in the book. I've seen the best out of him, and I'm going to give it to him straight. We are not going to hold our tongue.
VAN SUSTEREN: You guys don't even know what it is like to lose, you have had so little experience at it.
BOB BRYAN: As a professional, you are playing almost every week. Our best year we won 11 titles, and we still play 20 a year. So we are going to have our losses. Doubles is a fine line. You get your serve broken once and you can lose the match. So we do lose. It hurts to lose. We hate losing. I'll let him hear about it, he lets me hear about it.
MIKE BRYAN: In sports it's all about how you deal with the losses. Everyone is going to lose, and you have to stay positive. It is a tough tour. My dad was so great. He sends us an e-mail 30 seconds after we lose and he lists everything we've done in our career. And we read it over and think, well, it's not so bad.
VAN SUSTEREN: Your parents have been a huge influence. You started when were you were young guys.
MIKE BRYAN: They stopped coaching us on the tour in 2001. But they still, when we have a touch patch and lose matches, we'll fly back to California, and they look at our game and they could say one word that might spark us.
VAN SUSTEREN: If you could pick anyone in history to play doubles against, what two people would you play against?
BOB BRYAN: Johnny Mack and Peter Fleming. We still play John McEnroe. He's 50-years-old and he's still an amazing. It's cool to play against him. I don't know. We idolize Andre Agassi. He actually beat us when we were 17-years-old. We never played him when we were at the peak of our game. He didn't play a lot of doubles, but it would be fun to play against him.
VAN SUSTEREN: Can you go any place in the world where people don't recognize you?
MIKE BRYAN: Yes, we a perfect niche. Doubles don't have the same limelight as singles. So we sign autographs, but we can go through a hotel. Andy Roddick and Federer, they can't stay anywhere. They have to take private planes everywhere. But we can have a normal dinner and not be bothered.
BOB BRYAN: But tennis fans know us. We're not really outside the box. But here on the grounds we feel like rock stars.
VAN SUSTEREN: You are rock stars! Everyone is excited to see you.
BOB BRYAN: It feels good.
MIKE BRYAN: For the most part we have positive fans. We don't take a lot of negative press. When we win there's good articles out. When we lose, there's not a lot of people that care.
VAN SUSTEREN: That is great, but it's more fun to win isn't it?
BOB BRYAN: Yes, and we don't get torn up.
VAN SUSTEREN: How about physically, you guys in good shape?
MIKE BRYAN: You always got something when you play tennis all year around. But we've been lucky. We haven't had a major injury, never had to take a tournament off. We have to keep two guys healthy to play doubles, so we've been pretty lucky.
(END VIDEOTAPE)
VAN SUSTEREN: OK, now it is time to really go behind the scenes.
(BEGIN VIDEOTAPE)
(INAUDIBLE)
VAN SUSTEREN: Thirty bucks a racket. How many rackets do you guys do a day?
BOB BRYAN: It depends. It was over 330 yesterday.
MIKE BRYAN: We are superstitious, so we always use that guy right there. Hey, Batman. That's our man right there.
VAN SUSTEREN: You are the good luck stringer.
MIKE BRYAN: This is where all the players hang out.
BOB BRYAN: It's been pretty busy the first couple of days of the tournament. It is a meat market. The best feeling is when you make it to the end of the tournament and you come here and have it all to yourself.
MIKE BRYAN: You get your food whenever you want, you can spread out.
VAN SUSTEREN: What is the foundation you have?
MIKE BRYAN: The Bryan Brothers Foundation. We were inspired by Andre Agassi. He's a great example for young Americans to start your own foundation. We've done it for the last few years. We do a couple events each year for unprivileged kids.
BOB BRYAN: We are doing two events this year in California.
(INAUDIBLE)
VAN SUSTEREN: You get nervous?
BOB BRYAN: We get nervous. We have county pros, it could become a jam-fest.
VAN SUSTEREN: Where do the proceeds go?
MIKE BRYAN: Afterschool programs for kids in our area. We sponsored a couple of kids that didn't have enough to pay for rackets, club membership, tournaments, we spread it around. People pitch ideas, and we use the money for the kids.
(INAUDIBLE)
VAN SUSTEREN: You finished the match?
BRYAN: I did. Hey, Greta, how are you?
VAN SUSTEREN: Good.
BRYAN: How is that ankle?
(INAUDIBLE)
BRYAN: He's still recovering.
(INAUDIBLE)
(END VIDEOTAPE)
VAN SUSTEREN: The truth is I missed a lot. But do go and check out the Bryan brothers' website at bryanbros.com. They even have a very popular tennis app for the iPhone. They have everything.
Plus, follow them on twitter at twitter.com/bryanbros. We've already been following them on twitter now you can too -- twitter.com/bryanbros.