First of all, get a copy of Rattle and Hum on LP, and take out the first record (because it is a double album, it has two records). Then look at side A (possibly side B on varied copies), and in the dead wax towards the label in the middle of the vinyl,...
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Put the stylus on the end of Van Diemen's Land on side one and you should hear the interview before Desire plays.
NOTE: I recommend setting the stereo volume all the way up and being near a speaker because the egg has a low sound.