Update: Looks like the BBC or Universal had them removed.
The history of this show being released is a bit convoluted. It was supposed to come out in 2003 as part of the Rock Masters series, but was blocked by the BBC and/or The Cure. Then it was listed for release almost every year after that, but again, never released. It seems to have come out last year, but I have no idea if it's a legitimate release or a bootleg.
Mix Up in Mexico has it.
Ideal Copy had a few copies but sold out. You can get on their waiting list, however, and reserve a copy. While you wait, someone has posted it to YouTube. If it's a legit release, it shouldn't be up there, and I wouldn't be linking to it. But until I know for sure, here you go:
Shake Dog Shake /
Primary /
The Walk /
The Hanging Garden /
One Hundred Years /
Give Me It /
A Forest /
Piggy In The Mirror /
Happy The Man /
Play For Today /
The Caterpillar /
10:15 Saturday Night /
Killing An Arab.
(Thanks Mad Bob, Alastair, Pietro, and Heron)