I pulled this right from amysrobot.com, there's video links at the bottom:
U2 re-legitimizes music on Saturday Night Live
So leave it to U2 to step up and take care of business. On Saturday's episode, they performed three songs, the last one coming as a surprise to everyone but the cast. As they all gathered on the main stage, per usual, to wave goodnight, Bono walked over to the performance area and joined his band to sing "I Will Follow."
Mid-song, Bono walked out into the crowd (as much as that's possible on SNL), pulled the cameras around, gave a woman in the front row a rather feisty lapdance, and then rejoined the cast to embrace an ecstatic and overwhelmed Amy Poehler, singing all the while.
As the song ended with the credits already rolling, Bono repeated the "Live...Live...Live!" mantra he had opened the band's first song with earlier in the evening, and called out, "One more! One more!" As the broadcast cut away, you could hear the band striking up a fourth song.