I searched and couldn't find it. The poster whynut has a Youtube channel with the March 27, 2000, LKL interview in segments (in the past, Youtube limited uploads to ten minutes maximum length), but not the May 31, 2000, episode with Steve Thomas. I do have a transcript of that episode if you are simply looking for what was said:
http://transcripts.cnn.com/TRANSCRIPTS/0005/31/lkl.00.html
Thanks for providing this, at least know I can read the back and forths between the R's and SH.