Have any artists ever turned Al down for a parody?

Even though most recording artists really do have a pretty good sense of humor, on a few very rare occasions Al has been denied permission to do a parody. Actually, the only artist to turn Al down consistently over the years has been--; well, I would tell you, but my keyboard doesn't have that little "symbol thingy" on it.

http://www.weirdal.com/faq.htm

Just found this while looking at his homepage - but I thought he'd already done a parody of When Doves Cry? In fact I'm damn sure I've seen a video of that ... anyone else know?

[I don't think he's ever released a Prince song parody. I know he was trying for the longest to get permission to do one of Purple Rain called 'Yellow Snow', but was repeatedly denied. He's discussed this on several occasions. -Ben]