Watch on HDtoday. "Rockin' the Royals" – a Royal Command performance for the Prince and Princess of Wales, recorded live on the 4th November 1985 at Melbourne Concert Hall, Australia. Setlist as follows: Burn For You, Kiss The Dirt, Dancing On The Jetty, The One Thing, This Time, Shine Like It Does, Listen Like Thieves, What You Need, One By One, Original Sin, Don't Change.