'GMA' Exclusive: One Direction Band Members Share Personal Stories

VIDEO: The hot new teen sensations discuss their new live tour and DVD, "Up All Night."

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One Direction is the hottest band on the planet, but band member Liam Payne had to ask a girl out 22 times before she said yes.

She dumped him the next day.

"It's a terrible story," Payne told "Good Morning America" correspondent Cameron Mathison, who caught up with the band members on Saturday outside a Barnes and  Noble in Skokie, Ill., where the  five were also signing copies of their new book, "Dare to Dream: Life as One Direction."  They chatted with Mathison about the book and the  stories about their lives that it reveals.

One revelation? Payne used to box when he was 12.

And Zayn Malik told Mathison that his mother gets emotional every time he has to go away to perform.

"All of our moms get a little emotional," he said, speaking over the din of screaming female fans. "You know, we're still their little boys … but I guess there's worse circumstances we could be out here for."

One Direction comprises Malik, Payne, Niall Horan, Harry Styles and Louis Tomlinson. Horan is from Ireland, and the others are from England.

All the members auditioned for the British "X-Factor" in 2010 as solo artists, but joined forces as a group at the suggestion of entertainment mogul Simon Cowell.

During the interview, Mathison asked One Direction some questions that fans had submitted.

One fan wanted to know if Malik would ever consider living in the United States.

His answer? "You know what? Actually I love the U.S., but, like, I guess I'd miss my family too much … so probably not. I've got to stay true to the U.K."

Another fan wanted to know what hair products Styles used.

"I use stuff by a company called Bumble. That's it, really," he replied.

The five also dished on each other during the interview.

"Liam's actually broken his toe and nobody knows," Tomlinson revealed.

Payne said he broke the toe "about a week ago."

"I dropped a MacBook Pro on it, which is not very exciting story at all," he said, laughing.

Malik and Horan jokingly told Mathison that Styles' hair is naturally straight (they were joking).

And Malik, who hails from Bradford, England, "acts like a bit of a Bradford bad boy. But he's actually a big softie," Tomlinson said.

Horan's band member said he speaks Spanish very well.

One Direction's debut album, Up All Night, entered the U.S. Billboard 200 chart at number one, and legions of female fans follow their every move.

Olly Murs, who also competed in the British "X Factor," opened for One Direction on Saturday in Chicago.

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