Radiohead do it differently. In the autumn, they released their new album In Rainbows via their website, making it available for download at whatever price buyers felt like paying. In the New Year, they finally put it out as a CD through an independent firm and it still went to number one. It is their old label, EMI, that has been left looking foolish and outflanked.

Yesterday morning, the band announced, through its website, a surprise "very limited free entry" concert of In Rainbows material, first come first served, in a record shop, Rough Trade East in Brick Lane. The plan was that they'd play around 8pm and there would be screens and speakers outside for those who couldn't get in.

It didn't happen. Radiohead are about as big a ticket as they come and a day's notice proved too much. By 7pm, the waiting crowd of nearly 1,500 looked unmanageable - though never threatening, since Radiohead fans tend to the brainy, amiable and geeky. On police advice, at 7.30pm, the concert was switched to the bar with a hall opposite, 93 Feet East, prompting a panicky rush over the road. Only 200-odd had tickets to get in - and there was no relay outside, after all.

Radiohead finally appeared on the tiny stage at 10.20pm. On the blog, they'd said: "Us being us, we're taking far too many instruments" - but there just wasn't room. Instead, we basically got Radiohead the guitar combo, Radiohead the bar band even - and all the better for it. They went straight through the 10 songs of In Rainbows in the same sequence as they appear on the album, from 15 Step to Videotape.

The surprise of seeing Radiohead live is being reminded that, however oblique and cryptic some of the records may be, there's always a thumping and tight rock band behind them. There was tremendous chunky guitar powering along Bodysnatchers, with Thom Yorke's voice mixed quite low; beautiful liquid rills in Weird Fishes/Arpeggi; real funk in House Of Cards.

The slower, plangent sounds of Nude and Videotape maybe emerged a little less well from this treatment - but these 40 minutes were a demonstration of the unity that makes Radiohead such great performers, as well as great recording artists.

Recognising how long the faithful had been waiting, Yorke muttered that he hoped it had been worth it - before adding Up On The Ladder from the In Rainbows box set extra CD, and then launching into a select few greatest hits, all fervently delivered - an insinuating You And Whose Army? from Amnesiac, a really pounding and hypnotic version of The National Anthem from Kid A, and then the joy of noise that is My Iron Lung - "if you're frightened, you can be frightened, you can be, it's ok." To finish up, they did The Bends itself, before quitting at 11.40pm. It was just a great set to have seen - worth the wait, easily - but most of those who had tried to come didn't see anything. To be sure, it was free - but even so...

There's no faulting Radiohead's determination to present their music the way they choose, to get to their audience as directly as possible. They're giving the whole industry a lesson; this gig was part of that admirable ethic. Still, a little advanced planning never goes amiss, either.