http://www.cnn.com/2004/S...index.html

Scroll down just under the photo of Beyonce and her Grammy collection, and you'll see video links. Click the photo of Prince and Beyonce, and a new window will open with a Grammy recap, which starts with footage of the opening performance.

It's a bit low-quality and there'a just a few seconds of Prince and Beyonce, but for those who haven't seen it at all, it ain't bad for free.