The first set and part of the second set are from his new album, "Splinter". Completed by a strong finish with three classic from his early years, including the eponymous "Cars". Follow the link to the link to the 75 minute HD video at KCRW.
If you're not familiar with him, he's been claimed as a major influence by such bands as Fu Fighters, Nine Inch Nails and Marilyn Manson. He was a driving force of the early eighties synthesizer sound but that has given way to a darker, "industrial" rock style as his inspiration has returned in recent years. Watch the full video, it's worth it.