Wealthy Yemeni-American brothers Steve ( Will Ferrell ) and Doug Butabi ( Chris Kattan ) enjoy frequenting Los Angeles nightclubs , where they bob their heads in unison to dance music ( specifically Haddaway 's hit song `` What Is Love '' ) and fail miserably at picking up women .
The characters Steve and Doug Butabi from the film A Night at the Roxbury are used to going to nightclubs in Miami .