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.
Did Sheila E. perform with Prince any other time besides at One Nite Alone?
In February 2006, Sheila E. performed with Prince (and Wendy Melvoin and Lisa Coleman) once again

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