The 'Hair' singer appeared on the US show last week with a prosthetic pregnant stomach to perform tracks 'Born This Way', 'Judas' and 'Edge of Glory', but when it came to drinks afterwards, the DJ didn't have any of her tunes, so she handed over her own iPod.
Kevin Gould, who was DJing the party, told the New York Post newspaper: "Because she was the musical guest, I was told not to play her music. But Gaga came up to me and said, 'Can you play my song?' She got out her iPod, which had a new track on it, and asked me to play it.
"She was a little tipsy so it took us a while to figure out how to play it, so she asked us to play 'Paparazzi' while her manager helped us figure it out."
The singer's album 'Born This Way' was released on Monday (23.05.11), and is on track to become number one in a number of countries around the world this weekend, but Gaga recently said she feels like people want her to fail in her pop career.
She said: "People want to tear me down, they were going to knife me anyway. The good news is that when they look back they'll all remember how brave I was, 'She put out a record about being yourself and we crucified her for it, but she soared on and sat at number one for six weeks and told everyone to f**k off!'"
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