Well guys, I finally got it!
This is the concert performed by RMI (with fellow artist Ian Boddy as a guest of the band) at the National Space Centre, Leichster, UK on March 25, 2006. So EricDraven
was close (but not right) as it is included on volume 3 of the Lost In Transit series (not volume 6). The problem is that volume 3 of the Lost In Transit series features just 'half' the concert.
The full concert is included on the bootleg of this post, so grab it asap. Besides, sound quality is superb.