Turns out it was a Christmas 2000 show during Roswell's second season. The scene takes place in a department store where 2 lead characters are having a conversation. SP strolls back & forth behind them browsing at some merchandise (no dialogue). The whole sequence lasted maybe 6 seconds before fading out. Here is a caption:

A fan named Suzana sent me the whole episode. I have it on my computer and can send it to anyone who wants it. PM me your email address. It is the full show without the commercials (about 45 minutes long). If you don't have broadband service, don't bother because it will take forever to download.
Check out Suzana's blog dedicated to SP's music: www.fromhanford.blogspot.com Every day, she puts up live tracks from her collection, complete with all the words to the songs.