Why did Murray and his crew do this?

I know this video is old, and probably not interesting anymore..

BUT! If you look at the video, you clearly see that it's used 'green-screen' effect.. Also where you get a camera with such quality?
-Why say you got nothing wrong? When you're accused for murder, and you talked in phone for 40 minutes when MJ were dying.

Why say 'have faith'?

Also.. Look at 0:39, you see two clips are faded into each other.. I guess it was getting to hilarious, so Murray had to say PLEASE a few times, before the result was perfect.

I missed that before (:39). Thanks for pointing that out. Are you thinking what I'm thinking?