In an interview that Jay gave before the bands appearance at Sunday's Party In The Park, Jay and Anastacia mentioned that they were doing a tune together... Here's a link to an audio recording of the interview (3 minutes, 720k).
Jamiroquai performed on US telvision Canned Heat live on the Tonight Show with Jay Leno today in 1999. Today in 2001, Jamiroquai performed Little L and Cosmic Girl at the Capital FM Party In The Park concert in London.