This occurred October or November 2004
"R Kelly has been booted from the Best of Both Worlds Tour lineup. Criminal charges, harsh words and pepper spray have been flying back and forth since Friday night's incident at Madison Square Garden. That night, R Kelly walked off stage after reportedly seeing what he thought was a gun or threatening gesture in the crowd. Upon returning to the stage after a long pause R Kelly and some members of his entourage were pepper sprayed... allegedly by a member of Jay Z's crew.
Immediately after the concert Jay Z came to the HOT 97 studios FIRST with Angie Martinez and gave us the exclusive, official interview..." Hot 97
"R Kelly has been booted from the Best of Both Worlds Tour lineup. Criminal charges, harsh words and pepper spray have been flying back and forth since Friday night's incident at Madison Square Garden. That night, R Kelly walked off stage after reportedly seeing what he thought was a gun or threatening gesture in the crowd. Upon returning to the stage after a long pause R Kelly and some members of his entourage were pepper sprayed... allegedly by a member of Jay Z's crew.
Immediately after the concert Jay Z came to the HOT 97 studios FIRST with Angie Martinez and gave us the exclusive, official interview..." Hot 97
Click Here to Listen to Jay-Z talk about the incident
(I know this was a tense situation but I found it funny at times, b/c I'd never really heard Jay mad like that lol)