Setlist:

Ballroom Blitz
20th Century Boy [w/Steve Stevens]
Love Removal Machine [w/Josh Todd, Steve Stevens & Billy Duffy]
Jailbreak [w/Mark McGrath, Steve Stevens & Billy Duffy]
Brass In Pocket [w/Macy Gray & George Clinton]
Should I Stay Or Should I Go [Morrison on vocals; w/George Clinton, Duff McKagan & Chad Smith]
Cracked Actor [w/Duff McKagan & Billy Duffy]
Ring Of Fire [w/Gina Gershon & Izzy Stradlin]
Jumping Jack Flash [w/Izzy Stradlin, Duff McKagan, Slash, Gina Gershon & Michael Wincott]
Mr. Brownstone [w/Izzy Stradlin, Duff McKagan & Slash]
Whole Lotta Love [w/Linda Perry, Slash, Steve Stevens & Chad Smith]
Ready Set Go [w/Billy Idol, Steve Stevens & Duff McKagan]
Rebel Yell [w/Billy Idol, Steve Stevens & Duff McKagan]
I Wanna Be Your Dog [Morrison on vocals; w/everybody]

Show Information:

Performance at the Vanity Fair/Step Up event.

Dave only played through "Should I Stay" since he had just come back from the European tour with Jane's Addiction.