Penn notes how disrespectfully he was treated during his first audition in Los Angeles. He recounts the story in an article appearing on rediff.com:

"It was the first audition I went on in Los Angeles for a commercial. I walked into the audition and the casting director said 'Where's your turban?' I said, 'I don't wear a turban; I am not a Sikh.'

I started to explain the difference but she got very upset and said, 'Well, can you go home and put on a bed sheet or something?'