Update from Tom Kirk (Thanks Steve!)
Tom Kirk :
Well since you asked me so nicely... I am sorry to say there isn't to be a live CD with the DVD. We are contacting XFM to ask them to change their homepage now. Think someone must have had a liquid lunch this afternoon. And no it wasn't me.
From the XFM.co.uk site:
This Weekend On Xfm
Muse air their new live CD at midnight on Sunday in the Live Hour, while Eddy T-M presents highlights of The Remix Live with Clor from 7pm.
I don't know the exact frequencies, but you can always tune in via the xfm.co.uk website.