A leading videoist, Nick Vecchi, was called in from Switzerland to join Amy Sayer. They used a large, eery warehouse that was bombed during the war to carry out the 'shoot' and it was lit it up by various spotlights. The video can be found on You-tube along with several other clips and songs at
http://www.youtube.com/results?search_query=Meeky+Rosieandsearch_type= . It is very atmospheric.