with the anticipation of the new Jesse CD,it had me thinking,have Prince and Jesse ever done a song together? with both their vocals and guitar playing?

With exception to some of the latter Time stuff that Jesse played on (after P laid down the initial tracks), I doubt that's happened or ever will happen. I think there's a mutual respect for each other's talents, but P definitely deteriorated that relationship a long time ago.
[Edited 10/21/09 7:45am]