Thanks to everyone that emailed in the news, despite it being on the nin.com RSS feed sidebar just to the right (yeh, we read it too), and previously posted earlier this month. Now stop bugging us about it already.
*update*
Turns out that it's a pre-recorded performance. Pictures here. He performs "Hurt" and what looks to be a new song "Non-Entity". Don't go crazy now. Thanks go to matildauk.
*update2*
You can also watch the concert online at MTV Overdrive but only if you have Windows 2000/XP on your computer.