Conversation so far:
When did he start directing?
In 1996.
What did he directed?
CANNOTANSWER.
Did he win any awards for directing?
CANNOTANSWER.
Are there any other interesting aspects about this article?
Sheila also performed at Prince's One Nite Alone...
Live! concert.
When was the Prince's One Nite Alone?
in 2003.
Did she perform with him any other time?
February 2006.

Question: What was the name of that show?
Self-contained rewrite: What was the name of the show that Sheila E. performed with Prince in February 2006?