Two videos to stay away from are the one you mentioned and Van Halen: Live Rarities. The former has no menu for song selection, and appears to have been filmed through an ice cube. The latter has an absurd American flag border around the images, which can not be altered or removed. Check out the clip Cato posted above for an example of just how tedious this is.
Here is a good rule of thumb to follow: If someone is attempting to charge you a fee (other than simple shipping and handling) for a bootleg video, you are being ripped off. If you are foolish enough to purchase one of these things from a site like Amazon, then make sure the DVD region code is applicable to the area you live in. Otherwise, not only will you have payed for something you could locate for free elsewhere (and doubtless of better quality), but you will be stuck with a video that is even more worthless because you won't be able to play the darned thing. You can find a chart and explanation of the codes here:
DVD Region Codes