A disturbing video that aired Monday night on FOX News' "On the Record With Greta Van Susteren" shows an out-of-it, very pregnant Anna Nicole Smith talking to a doll in a little-girl voice with her face painted like a clown.

As she talks to the doll in a baby carriage as if it's real, her companion Howard K. Stern repeatedly says, "Is this a mushroom trip?" He then adds, "I'm kidding."

He then points out that the footage will be "worth money."

Video: Anna Talks to Doll

Meanwhile, Stern and Smith's ex-boyfriend Larry Birkhead can't agree on where to fight their legal battle over Smith's 5-month-old daughter Dannielynn.

Stern is listed as the father on Dannielynn's birth certificate. His lawyer argues that any custody dispute should take place in the Bahamas.

But an attorney for Birkhead has asked a California judge to take jurisdiction over the baby. His paternity claim was to be taken up at a closed-door hearing Tuesday in Los Angeles.

Smith died of still-unknown causes on Feb. 8 in a Florida hotel room at 39.

Last week, Los Angeles Superior Court Judge Robert A. Schnider withdrew his request for Smith's body to be preserved in Florida after authorities there said they had gathered her DNA for testing.

Besides Birkhead, Frederic von Anhalt, the husband of actress Zsa Zsa Gabor, has filed a separate paternity challenge.

Attorney Debra Opri, who represents Birkhead, wants Schnider to take jurisdiction over the child until her paternity is established.

Giving jurisdiction to California would require the judge to overturn the "home state rule," which prohibits a state court from taking jurisdiction over a child born in another state. Dannielynn was born in the Bahamas and lives there with Stern.

Attorneys for Smith and Stern said they believe the legal challenge should be heard in the Bahamas.

Stern and Ron Rale, an attorney for Smith and a co-executor of her will, have been ordered to appear at a hearing in Florida, where arguments will proceed regarding who will get custody of Smith's body for burial and where she will be buried.

Stern has been ordered to state his case to have Smith put in a plot next to her son in the Bahamas. Smith's will leaves out any mention of a burial place.

Smith's mother, Vergie Arthur, will be making her case to take the body of her estranged daughter to Texas.

The Associated Press contributed to this report.