Is this DVD the final chapter for you guys and The Sunday Night Project?
Collins: "It is the final chapter absolutely. It is the final chapter for us. They are bringing it back with new people. I knew they would do that. I didn't actually know, but I would have bet my house on it."
Carr: "It's like a baton. We've done a lap and we're handing it to the young guns. I hope they look after it, watch the DVD and see how amazing we were."
Collins: "It's theirs to f**k up."
Carr: "It takes a generation to make a show and it takes a new generation to f**k it up."
Who would you like to see take over in 2010?
Carr: "Miquita Oliver. Peaches Geldof. Someone like that. No, seriously, if it stays the same, with the amount of dressing up they made us do, to be honest anyone who will do it. With us, we used to turn up and someone would say, 'you're going to be a pasty' or 'Alan, dress up as Rula Lenska'. I can't see many people around these days who will be willing to dress up like a d**k."
Collins: "I would have thought they would have gone for unknowns - new faces. You can imagine Mat Horne and James Corden would be perfect for it. But they're not going to do it and they have enough to do. It would be nice to see a girl or girls to do. We've have a lot of beef. We've been quite c**k heavy."
Carr: "There's been a lot of c**k on the show. We could do with a little more p***y. I know personally that I would tune in if there was more p***y."
Were there any celebrity guests that you failed to get on the show?
Carr: "We got very close to getting Naomi Campbell and I often wonder how that would have gone. If the celebs are clever they know that by dressing up, making themselves look an idiot, they come across far stronger. Rather than just plugging your latest perfume and shoehorning that into every segment. I would have loved to have seen how Naomi came across, because she was willing to take the mick out of herself. But then, didn't she get in trouble for punching someone or something."
Collins: "Yeah, there was some legal thing and it didn't happen."
There's always rumours in the press that you two don't actually get on anymore. Do you ever fall out?
Carr: "I think people like to think we're arguing, it's just human nature."
Collins: "We've never had a crossed word."
Carr: "Everyone gets it. Girls Aloud are supposed to be splitting up every other day. Sugababes - people think that they're not getting on. I don't know where these rumours come from... I think everyone should get a chance to become a Sugababe. Would you like to be a Sugababe? They are like a tribute band. They are like Dollar."
You did a Big Brother special in 2008 that seemed like quite hard work. Were the housemates tough to work with?
Collins: "We used to reference Big Brother a lot and that built to the BB special, which Channel 4 made us do. I've said it several times and I'll say it again, if I'd had a gun, I would have shot myself in the face. It was one of the worst things that I've ever had to do. There was no principle, it was just the idea of doing a show like that with ten old housemates..."
Carr: "...with no redeeming features, no attention span, and the lot of them can't read. You tell me what's wrong with that! Ironically it was the best rating one, so what do we know?"
Collins: "My thing was...I was more than happy for a popular housemate to come on for a sketch. But come on, this is supposed to be your biggest entertainment show. The jewel in your crown. We've had Kanye West, Mariah Carey and you want a one-off special with Big Brother housemates. Leave it out. It deserved more."
Is it harder to make good comedy following the Sachsgate scandal?
Collins: "I think it's worrying that when I look at the Daily Express, Jimmy Carr is the front page story. A story about one of the jokes that he told at a gig. I think that's worrying from a free speech point of view. If people start going to live comedy gigs and do stories on one line that they've used - that's scary. It's very different from criticising people on the BBC using that platform and saying something un-PC."
Carr: "The joy of stand-up is going out and being able to say what I want. It's the last thing that the press and government can do nothing about. I can talk about what I want. But even that now is not safe. Is this where we have got to now?"
Collins: "It is really worrying. We're talking 1984 stuff."
The Sunday Late Night Project DVD is available to buy now.