There is an interview with Trent Reznor in the January issue of Mix mag that can be found here
Here is a brief excerpt:"We didn't take much of a break. Toward the beginning of the tour, once it started getting up to speed, we had the idea that it would be cool to do a live DVD, and probably a live album. So that started the procedure of thinking, “Well, what would be the primary focus of it?” And I thought that I was very pleased with the way the live show had gone and proud to present it every night. I thought it would be nice to have some kind of document on that. Not what goes on backstage, and not the crowd talking; not the typical live thing. Just about the show itself."
Thanks to James