What song is playing while Will Ferrell makes love with Eva Mendes?
Oh La La by Goldfrapp. The complete list of songs in the Other Guys soundtrack can be found here with scene descriptions.
What are the differences between the Theatrical Version and the Unrated Version?
On DVD/BD both the Theatrical Version and an Unrated Version have been released. The latter runs approx. ten and a half minutes longer than the well-known version and offers some more scenes that are R-Rated worthy. Due to the fact that both versions are featured on the DVD/BD one can check out both versions and there's no need for a double dip. A detailed comparison between both versions with pictures can be found here.