Shannon: We've been making music since we were kids.
Brother in back: (interrupts to say) --at birth
Shannon: It was. It was around, uh, . . .
Brother on right: I was beating on my mom's urethra. (laughter)
Shannon: Yes, I was beating on her liver . . . and kidneys make a nice sound as well. (then makes random musical noises)
They're making a really stupid joke. They're saying that they started playing music even before they were born, using their mother's internal organs as instruments.