Would have been around January of 2006 - I was driving back home from Indianapolis and he had Russert on for an entire hour to plug one of his "Big Russ" tomes. The discussion was limited to the book - no real politicial issues covered, as I recall.
I remember thinking the whole time that there must have been some quid pro quo involved - after all, Rush used to appear on Russert's CNBC show prior to his drug problems. I don't believe it was explained during that show, but I found the whole thing beyond odd - especially considering Rush's (well-deserved) contempt for the MSM.
Again, it's very possible Rush has explained this before, but if he did I missed it.
I remember Russert being on Sean's show more than once, but never on Rush. Never.