This is a rush transcript from "On the Record ," March 31, 2009. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: Now, you never know who's going to show up in Washington, or who's going to show up at 10:00 p.m. "On the Record." Earlier we met up with met up with musicians, stars, Josh Groban and Wynton Marsalis. What are they doing here in D.C.?

(BEGIN VIDEO CLIP)

VAN SUSTEREN: Josh, Wynton, welcome to Washington.

WYNTON MARSALIS, MUSICIAN: All right, thank you.

JOSH GROBAN, MUSICIAN: Great to be here.

VAN SUSTEREN: You picked a good time. We have cherry blossoms and dogwood and everything else. It's beautiful.

GROBAN: It's incredible.

VAN SUSTEREN: You were here for the inauguration, a little chilly.

GROBAN: A little chilly. I had a couple of pairs of long Johns on. Don't need that now.

That was exciting. That was a spectacular time. We were all freezing. And now to be back in the warm weather is very nice.

VAN SUSTEREN: So why are you here?

MARSALIS: We're here talking about funding for the arts, the NEA. It's very important to get everyone in the government focused on the issues at hand about American identity.

VAN SUSTEREN: Josh, it's not a particularly good time to be asking for money. Well, of course, maybe the government is spending money now.

MARSALIS: It's a good time if you're asking for the right things, because I think that -- certainly one of the cases that we were trying to make today is an investment in the arts is an investment in the future and pays off.

You can go out obviously with these spiritual, emotional, powerful side of the arts, but you also want to hit them with actual facts and figures and numbers and on a political level, really show them how it does, in the paperwork, really pay off to give back to the arts. And that's what we're trying to do on our trip here.

The government has to spend money. We pay taxes, and it's important for us to say that the arts are essential to our identity.

And also, you can take a city like Vienna or Montreal. They get $1 billion of return on their arts investment. And there's a movement in our country that thinks the arts are a frill, that it's just some waste of money on some esoteric --

In difficult times we need to focus on our identity as well, because when we strengthen our core, then we're actually able to instead of just as a slogan "Let's come together," we realize that we've always been together. So that's what we're talking about.

GROBAN: Exactly.

VAN SUSTEREN: And I take it -- both of you are enormously successful. This isn't money for you guys. Who are you looking for money for?

MARSALIS: We're looking for money for the arts, for people all over our country. We wouldn't be here if we were interested in ourselves.

GROBAN: We feel completely fortunate that we've been able to become the people that we are because of the arts. And any time you have been given something so great, it's your duty to educate people by giving back and by talking about it.

And so we've seen firsthand -- Wynton has seen so many things. The speeches he's given while we've been here have been so inspiring. And a fire is lit under you. It starts off as a frustration, and that turns into an inspiration.

VAN SUSTEREN: How much are you asking for?

GROBAN: $200 million. We should take all the AIG bonuses back and put them into the arts.

MARSALIS: Let's not worry about the bonuses. Let's worry about taking some of that $173 billion. You can keep the $165 million. Let's think about those billions.

GROBAN: Exactly.

VAN SUSTEREN: Have you been following it?

MARSALIS: I've followed it all. I'm very passionate bit. I don't want to talk about 35 cents out of $1,000. I want to talk about 999 and 65. That's what I think about it. I don't want to argue about this $ 165 million and three or four people to get angry at. Where is the $173 billion?

VAN SUSTEREN: Where is it?

MARSALIS: You tell me. We're not talking about it.

VAN SUSTEREN: Do you know where it is?

MARSALIS: No one knows. Give that to the arts. Believe me, the whole country would be different then. We'd all be swinging and everybody would know the history of the country. We would be together. We'd be a much more intelligent nation, and we wouldn't be trying to steal money, because we'd have integrity.

GROBAN: We wouldn't have wars. We'd have dance-offs.

(LAUGHTER)

VAN SUSTEREN: An interesting concept.

MARSALIS: It would be a much higher level of integrity, because the arts are about integrity.

Duke Ellington had integrity. Walt Whitman had integrity. George Gershwin had integrity. These are people who are talking and teaching about -- Emily Dickinson had integrity. Ralph Ellison, integrity. Roman Bearden, integrity.

Integrity - and it's not a word, "integrity." It's enacted in the arts. Ludwig Von Beethoven had integrity. We wouldn't be talking about $165 million and $173 billion. And it's my money, too, that we're giving away. So I'm not happy about it, but let's talk about that.

VAN SUSTEREN: Linda Ronstadt was here.

GROBAN: She was fantastic.

MARSALIS: Talking about singing and songs, the different roots of different songs, and the importance of us teaching kids how to sing.

She made a great observation about the relationship of a band in a room with people who are dancing. When you're dancing -- when you dance to recordings, that's another -- you lose another called in response.

He and I are here together to do this interview. We don't really know each other.

VAN SUSTEREN: You have not met each other?

MARSALIS: No, not really.

GROBAN: We just know other from this event.

MARSALIS: But the music teaches us about call in response. We're working out right now who's going to talk, what is going to say, how are we going to work with each other. He's referring to what I said, I'm referring to what he said. That's all music.

And she was talking about that. She was talking about dancing and the importance of dance and singing for our younger people. And she was very powerful. Her testimony was very powerful.

GROBAN: I agree.

VAN SUSTEREN: Well, welcome to Washington. Thank you very much for joining us.

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