Flight Of The Conchords HBO One Night Stand
I think this is what you meant to link to. This is the show that most of the YouTube's are taken from, so if you haven't seen them then check this out because it's hilarious.
I don't know about the US but in the UK you can get their BBC radio series on iTunes which is also great, although it relies on most of the same songs as are featured in the standup and HBO series. The radio series gave me a new appreciation of the band manager, as much of the dialogue between songs is from him and is just as good as the Jemaine/Bret stuff. The Conchords have much in common with The Mighty Boosh, and I expect they will be just as popular as the Boosh when the TV series reaches our shores.