Although his main interest in high school was sports, Big found himself drawn to acting as well. In 1996, he decided to travel to California and try his luck, so he hopped in his car with $500 in his pocket. He had only been in Los Angeles one week when he landed a guest role on the ABC-TV series High Incident, executive-produced by Steven Spielberg. His next guest appearance was on the Fox TV series Millennium. He played a gas station attendant in the TV movie Black Cat Run (1998) before making his big screen debut in the leading role of Arthur in Arthur's Quest (1999).

Having a lead role under his belt added to Olsen's marketability in Hollywood, and he soon landed a recurring role in the Fox TV series Get Real, playing Cameron Green. Although the series lasted only one year, he played the memorable role of a burn victim on the hit series ER before landing another recurring role on the short-lived series Ruling Class. In the blockbuster Pearl Harbor (2001), he played a small role as a gunner, then landed a leading role in the teen send up feature film Not Another Teen Movie (2001).

One day, after a really bad audition, Olsen went out and bought a surfboard and taught himself to surf. He soon fell in love with the sport and counts it as his main hobby. In Local Boys (2002), he got the chance to show off the surfing skills he?d acquired since moving to Los Angeles. Olsen next played Jake in the teen comedy The Hot Chick (2002) before taking over the role of Lloyd Christmas in Dumb and Dumberer: When Harry and Lloyd Met (2003) in the prequel to the hit movie Dumb and Dumber (1994). Unfortunately, the film was a huge flop, but Olsen bounced back with a role in Cellular (2004), starring Kim Basinger