Kevin, Nick, and Joe Jonas recently stopped by The Early Show to chat with Early Show co-anchor Julie Chen about the project.
But when the guys first saw the movie, they became film critics.
"We were excited to finally see our show. We started critiquing ourselves of course and being hard on ourselves," said Kevin Jonas.
"How did you critique yourself? What did you not like about what you do, Kevin?" Chen asked.
"They told me to play to the camera more, because that would be good in 3D and of course they tried to use every one of those shots and I was like 'hey' (makes funny face) to the camera every time," said Kevin Jonas.
"For me, I switch around. I switch a lot of instruments on stage, so I go from keyboard to drums. I notice that on the drums I have the funniest face on the whole time," said Nick Jonas.
While the 3D makes it feel like a real concert, the film also gives fans an intimate look at their lives.
"I think the great thing is that it really shows our personalities, who we are as a family, who we are as brothers," Nick Jonas said.
And it's the latest achievement in an already spectacular year. Just weeks ago, they performed with the legendary Stevie Wonder at the .
The trio was nominated for a Grammy in the category of Best New Artist, but lost out to British newcomer Adele, but they're still glowing from sharing the stage with Wonder.
A feeling they say they also get from their fans.
"The fans have been with us through everything. When we were without a label and touring by ourselves -- and it's the fans that just keep encouraging us to do this," said Joe Jonas.
"And finally when does the next CD come out and when are you guys back on tour?" Chen asked.
"Be looking for it very early in the summer and we're excited to come back to New York, and launch it again, like every year, but most importantly (to the fans.) We have to thank each and every one of you guys. Thank you so much," said Joe Jonas.
The New Jersey natives have been on a roll since their self-titled platinum album in 2007 and now with their latest album "A Little Bit Longer."
It's not all business and marketing for the brothers however, they have proven that they have a sense of humor when it comes to making music as well. Their hit song "Burnin' Up" featured their bodyguard Big Rob, who does a rap in the middle of the song.
The Jonas Brothers on The Early Show:
The brothers have experienced some pretty impressive gigs throughout their short yet wildly successful career. They sang at the White House as guest of the President, accepted the RIAA-platinum plaques at "The Ellen DeGeneres Show" and preformed for hit shows, "Dancing with the Stars" and the season finale of "American Idol."
The Jonas Brothers also took on the Big Apple on New Year's Eve and rang in the New Year with "Dick Clark's Rocking New Year's Eve" in Times Square.
Also an international success, they have seven gold and platinum certified records outside of the U.S. and sold out a European tour and filled a stadium of 80,000 in Latin America.
Not too shy for reality TV, they starred in their own reality TV show called "The Jonas Brothers - Living The Dream."
They recently starred in a Disney movie called "Camp Rock," which averaged 8.9 million viewers and was the network's most watched non-sequel movie ever. After "Camp Rock" aired on the Disney Channel, they aired their "Burnin' Up" video, which was watched by 12.5 million TV viewers and one million YouTube viewers.
Joe Jonas was also romantically linked to Country star Taylor Swift, who mentioned their alleged bad break-up on "The Ellen DeGeneres Show."
Screenings of "Jonas Brothers: The 3D Concert Experience" begin tonight at midnight.