Conversation so far:
When did Sheila E. start directing?
Sheila E. started directing in 1987
What did Sheila E. direct?
Sheila E. served as Prince's drummer and musical director in his band during the tours from 1987 to 1989.
Did Sheila E. win any awards for directing
When was the Prince's One Nite Alone
Sheila E. performed at Prince's One Nite Alone... Live! concert, Live at the Aladdin Las Vegas in 2003.

Question: Did she perform with him any other time?
Self-contained rewrite: Did Sheila E. perform with Prince any other time besides at One Nite Alone?