David Letterman has grilled Lindsay Lohan on her upcoming stint in a lockdown rehab facility. In a brief appearance taped for Tuesday's Late Show, Lohan was pressed by Letterman about her upcoming rehab stint. Lohan looked uncomfortable and said she didn't expect Letterman's line of questioning. But she said that she wants to be healthy and focus on what she loves - her work. She added that she looks at rehab as "a blessing and not a curse." CBS provided a partial clip of the interview ahead of it going to air in the US. Video/CBS.