I was wrong, it was actually on the European Headline Tour: http://onstagemag.com/ar/performance_linki...magic/index.htm
Dated January 2002: "I caught up with Shinoda, Hahn, and Delson just as Linkin Park was about to embark on a headlining tour of England, France, Germany, Holland, and Austria."
Delson: We'll be using sound checks on the headline tour to work out some new and old material to incorporate into the set, songs like “My December” and “Carousel.”
There's actually a LOT of interesting info in this interview. Mike says there are 2,000 copies of the original HTEP, not 1,000, collaborations with Z-Trip and Team Sleep for Reanimation are mentioned, as are Chester collaborating with DJ Lethal and Mike/Joe collaborating with the Visionaries (keep in mind this is back in the summer of 2001).