I had only ever heard parts of this but this is the entire interview - complete with Jarvis leaving the interview (briefly) to go and answer the door bell!

http://www.abc.net.au/radionational/programs/archived/intothemusic/5837170 - you can download the mp3 or here http://www.mediafire.com/file/med45cimemgqbui/LITN_Jarvis-cocker.mp3/file (complete with cover I made :)