This is from the February 14, 2005 program.
The first bit is more informative than anything else.
The second bit with Stephen Colbert is totally hilarious.

First Daily Show Bit On “The Gates” (9 MB)

Audio – First Daily Show Bit On “The Gates” (MP3 – 6 MB)

Stephen Colbert On “The Gates” (9 MB)

Audio – Stephen Colbert On “The Gates” (MP3 – 6 MB)