On Late Show with Dave Letterman Monday night, Will Ferrell talked about his reign as the King Bacchus, the royal figure at the center of New Orlean's Mardi Gras celebration.

When Letterman held up a photo of Ferrell in his full royal regalia, the actor said, I look like a cross between the burger king guy and Imperial butter.

Asked about his responsibilities as King Bacchus, Feyrell said he was instructed just to have a good time.

But...it's a big deal to be asked to be King of Bacchus, he continued, claiming the character is king of wine, merriment, joy, and shoplifting.

Bacchus is actually Greek and Roman for shoplifting, Ferrell added.

Ferrell admitted to feeling some anxiety after witnessing the responses of those who learned it was his first New Orleans Mardi Gras.

'People would say to me, 'Have you ever been to Mardi Gras before?' And I was like, 'no.' And they're like, 'Ohhhhh.....'

When Ferrell admitted he had never ridden on the float, he claimed to have been told, You don't even know what's about to happen.

But it was a very ominous tone, he said. I started feeling afraid, like it was going to be fraternity hazing or something.

And then they say, 'This isn't like the Rose Bowl parade. You don't just sit there and wave, okay? You gotta work.' Among his King Bacchus job duties, Ferrell was required to throw beads and coins at the crowd. He also claimed to have tossed some mini cowbells at the parade spectators, but insists he was not responsible for injuring a woman who reportedly suffered a cowbell-inflicted laceration.

It wasn't me, Ferrell insisted. It was someone else.

Even though Ferrell might have been disappointed that he wasn't flashed that often, he said his reign was a huge success.

One of the best parts is you kind of come in to a Convention Center of nine thousand people dressed in black tie.

So this is four and a half hours of adulation, people waving and screaming, Ferrell explained. And then I come around the corner and there's my wife and a little group of friends we had - all just giving me the finger.

It brought me right back down.

Ferrell was appearing on the talk show to promote his new Spanish-language movie Casa de mi Padre, which opens on Friday.