If you've watched Lena Dunham's hit HBO show, Girls, you know that she doesn't hold back from the onscreen nudity and sex scenes. And while she's not embarrassed about the scandalous scenes, we have to wonder what her dad thinks about his daughter in such, um, revealing situations. Last night on the Late Show With David Letterman, we found out: "He's surprisingly jaunty about the whole thing." Lena explained that her father, Carroll Dunham, likes to defy expectations with his response to his daughter's propensity to get naked on the show, often responding with, "I love it; I'm so proud." Watch the funny and frank clip now to find out what her costar Allison Williams's dad, news anchor Brian Williams, thinks of her involvement with the racy show!