According to the frequently updated KEXP blog:
Apparently, they were running late and sure enough… they got pulled over by the cops for speeding! Figures, right?!?! They explained that they were on their way to KEXP to play a live set and the cop said something like, “KEXP? I listen to KEXP… MOVE ALONG!” They got off, no ticket!
The Smudge thanks the cop for not excessively delaying them. This post would not exist without you.
Film School - Live on KEXP (10 May 06) (mp3s):
Sick of Shame
By the way, there is an exclusive in-studio performance from 2004 available here.