It's been a long time since I listened to that show, but I think he gave bit of a backstory for it. I'll check tomorrow.
I've listened to the Gilles Peterson show now, this one should really be called Roni Size & Reprazent - Problems.
In the beginning of the show he says:
later on in the show:
Edit: seems like it was released on japan version of In The Mode. Can anyone confirm?