Late night US chat show hosts David Letterman and Conan O'Brien are set to bring out their own compilation albums in the near future. The O'Brien album - Live From 6A: Musical Performances from Late Night with Conan O'Brien, is currently scheduled to include Jamiroquai's When You Gonna Learn? and is set for US release on October 7. I've read somewhere that the band played on the Conan show a few years back so is this a recording of that appearance?