I'll avoid going through the blow by blow, and just give you the video.
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I don't watch Glen Beck (his views on American military adventurism scare the hell out of me) but it's interviews like this one that make me wish I did. He at least will interview known libertarians, and even lets them say words like 'anarcho-capitalism' on TV without censoring them.
If you want more Penn, you should check out his Crackle channel.