Hmmm... I have not found on this DVD Studio footage of King Nothing and King Nothing (Music Video) Looks like your setlist a little wrong, and I made my own set after a watching:
In the Studio
Until It Sleeps (Music Video)
Whiplash (Live Shit)
Fade to Black (Live Shit)
Master of Puppets (Live Shit)
One (Music Video)
The Unforgiven (Music Video)
Enter Sandman (VMA Music Awards)
Sad But True (Oakland 1991)