Prince performs While My Guitar Gently Weeps alongside Tom Petty, Steve Winwood, Jeff Lyne and others in 2004. The performance was a two-minute guitar solo with no singing. At one point, he leaned backwards off the front of the stage and a handler had to hold him up. At the end, he took his guitar off and threw it into the air. Prince died at his home on Thursday at Paisley Park in suburban Minneapolis.