From The KLF's wikipedia entry:
On 12 February 1992, The KLF and crust punk group Extreme Noise Terror performed a live version of "3 a.m. Eternal" at the BRIT Awards, the British Phonographic Industry's annual awards show; a "violently antagonistic performance" in front of "a stunned music-business audience". Drummond and Cauty had planned to throw buckets of sheep's blood over the audience, but were prevented from doing so due to opposition from BBC lawyers and "hardcore vegans" Extreme Noise Terror. The performance (The KLF - 3 a.m. Eternal (Live at the Brits) was instead garnished by a limping, kilted, cigar-chomping Drummond firing blanks from an automatic weapon over the heads of the crowd. As the band left the stage, The KLF's promoter and narrator Scott Piering announced over the PA system that "The KLF have now left the music business". Later in the evening the band dumped a dead sheep with the message "I died for ewe—bon appetit" tied around its waist at the entrance to one of the post-ceremony parties.