Sometime at the end of last month it was announced on the Radio One Rock Show website
that they would be airing a live performance by NIN. It's probably just the Zane Lowe
show performance repeated for a late night audience, but in case you missed it (or if it's a new performance), it will be airing early Wednesday morning at the eye bleeding time of 1am.
You can tune in via the usual methods - digital/FM radio if you live in the UK, or via the site using RealPlayer.
Thanks to the guys in #ets for randomly remembering this.Update:
The performance airing has been bumped to June 21st in favour of... um... Motley Crue. Oh well.