The setlist for this one is wrong. It should be:
Pinion
Mr. Self Destruct
Sin
March Of The Pigs
Something I Can Never Have
Reptile
Gave Up
Happiness In Slavery
Eraser
Hurt
The Downward Spiral
Wish
Suck
I Do Not Want This
Closer
The Only Time
Down In It
Head Like A Hole
There's a recording of this show on RITC that aligns pretty well with my memories of the show (especially the part where Trent says "I Do Not Want This" is his "favorite song on the new album and fuck you if you don't like it"), and this is the setlist.