Kevin, Joe and Nick Jonas
02/13/2009 AT 12:00 PM EST
The Jonas Brothers
have captured the hearts of many devoted fans – but the heartthrob musicians only have eyes for Alec Baldwin this Valentine's Day.
The Brothers, who rocked the Grammy stage with Stevie Wonder last weekend, are primed for their first-ever Saturday Night Live
appearance on Saturday. The show will be hosted by Baldwin.
The Jonas Brothers, who of course plan to sing, confess to PEOPLE that they are secretly hoping to get the chance to appear in a sketch with Baldwin.
"He's so hilarious on 30 Rock
. It would be really cool if we could do that with him," Joe Jonas tells PEOPLE. "He's the best."
Adds Nick: "We met him at the Golden Globes and he was really awesome. We're just so excited. We're up for whatever."
Tune in Saturday to see if the Jonas Bros. get their wish.
Read PEOPLE's special Jonas Brothers issue!
Read more about SNL's breakout stars!