Brown said the country could be proud of the food that it produced.
"We've gone from a culinary wasteland of 30 to 40 years ago to something to be proud of."
Mr Key said he would find it difficult to find a country with food as tasty as New Zealand's.
Brown then confirmed to Mr Key that he didn't reserve a table at his Auckland restaurant Depot for teen sensation band One Direction.
"If it was Neil Young I would have closed for a week," he said.
Mr Key's next guest, Frost, is best known for his interview with US president Richard Nixon, in which he was grilled on his involvement in the Watergate scandal.
Frost said Nixon was a fascinating, challenging and difficult man to interview, but he thought "one must have a go".
"It was an unforgettable experience that became the stuff of history."
Mr Howard, who next to join Mr Key, said he was more than happy to talk rugby and would be watching the Bledisloe Cup in a few weeks, describing the All Blacks as a "tough lot to beat".
However, they started their conversation with politics.
Mr Howard said the hardest decision he had had to make while prime minister was to send Australian troops to Iraq.
He said the Bush administration had never blamed the Iraq leader Saddam Hussein for the 9/11 attacks "but there was a fear that Saddam Hussein would pass weapons of mass destruction to terrorist groups".
"The mood of vulnerability was very strong and it remains very strong."
Former Olympic gold medal winner Sarah Ulmer was the last of Mr Key's guests.
Ulmer was the first New Zealander to win an Olympic gold medal in cycling, which she did in the 2004 Games in Greece.
But she told Mr Key she was enjoying watching these Games on the couch.
After the Prime Minister's first RadioLive show in September, the Opposition complained to the Broadcasting Standards Authority (BSA) and the Electoral Commission that the show's proximity to the November 26 election qualified it as an election advertisement.
The BSA found the show did not fit the definition of an election programme, and even if it had, would not have breached broadcasting standards.
However, the Electoral Commission ruled the show was an election programme and was a prohibited broadcast, but no charges were laid by police.
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