This is from his '99 HBO performance You Are All Diseased, referenced in the previous post. The bit was not carried over to his Warner Theater appearance in January '01 as was half of the material from that show. Instead, he presented some newer material.
Curiously, he alluded he took a lot of shit for the bit. Give it a listen and you'll imagine why! I'd always hoped, some way, somehow, I'd get a chance to ask him about it. No chance of that now, I reckon.