I think I remember Larry saying this in an interview prior to the 1992 MTV Video Music Awards. Kurt Loder interviewed all four members of the band. It was during the Zoo TV tour so the band did the interview via four oversized video screens, each showing a closeup of their faces. If I recall, Larry made some sarcastic comment like "I'm only in it for the money," to which Loder asked "Surely you can't be serious?" Larry responded with "Don't call me Shirley."
That line was originally in the spoof movie "Airplane."