The difference between self-confidence and self-esteem

I think most people would consider Jay Leno to have lots of self confidence. Here's what he said about what he had learned during his years on the Tonight Show:

The biggest stars and supermodels arent' always interesting. What do I have to say to Paris Hilton? I've learned that there's no such thing as a bad English guest, because they know how to play to an audience. Here's the key though: Put yourself below everyone else. I'm a huge believer in low self-esteem. The only two groups with high self-esteem are actors and criminals. If there's a key to my success, it's that I honestly don't believe I'm better than anyone. I was dyslexic as a kid. I wasn't particularly good in school. I wasn't the best-looking guy. So I never got caught up in myself. Reader's Digest, May 2009 (emphasis mine)

Self-esteem gets certain people a lot of attention, though. Have you ever wondered why? Barely related: Watching and listening to some real stars.