You get to play guitar for Madonna. What was that like the first time?

The first time we played together was on “The David Letterman Show.” Around a month after she started taking guitar lessons from me, she asked me to come play with her and I’ve been playing guitar for her since then. The first time I played a show with her on a tour was in 2001 on The Drowned World Tour. We were in Barcelona and she hadn’t played in seven years. The excitement in the room was like nothing I had ever seen.

From an interview by Shreveporttimes.com