DMB shot the video for What Would You Say this day. The band was filmed playing and miming the song repeatedly in the morning and early afternoon.

Fans were invited to the shoot around 3:00 PM and after a big line formed, they handed out tickets to come back at 5:00 PM. They filmed the audience dancing and reacting to the studio cut of the song between 15 - 20 times until 8:00 PM. The band came out around 10:00 PM and played a short first set with the house lights on, and they played What Would You Say twice to get full concert footage. At set break they turned the lights off and played a longer second set.

This was the only two-set show of the Fall Tour. The band had mostly played two-set shows when headlining up until after the recording of Under and the Table and Dreaming in spring / summer 1994.