This video is from the 9.10.05 concert at Red Rocks. The song is Jimi Thing featuring Rashawn Ross.
This is one of my favorite memories of LeRoi and I was glad to see this, hopefully you will enjoy it too.
Check out what LeRoi Moore means to me here: http://schmult.tumblr.com/post/46656831/leroi-moore
Download the file from here for your iPod: