Exclusive: Annie Lennox performs "Why" at A&E's "Private Sessions"

When we caught up with Annie Lennox late last month to discuss her new greatest hits collection, The Annie Lennox Collection, we were lucky enough to attend the taping of her A&E "Private Sessions" episode featuring some of her most beloved songs including "Walking On Broken Glass," "Sweet Dreams Are Made of This," and the following fan favorite, "Why."

A&E was nice enough to give us this exclusive clip from the show, which will also feature Annie discussing her career with host Lynn Hoffman and a surprise appearance by fellow Brit singer Joss Stone. Check out the video and then tune in (or set your TIVO since it's a bit early) to the catch the full show Sunday morning, March 8, at 9 am ET/PT.