Oh yeah. That's from "Yes We Have No Bonanza." That's one of my favorite Stooges shorts. I always thought the beginning was funny, with them singing and dancing and wearing those fake mustaches. That's great!
As for the DVD, I hope it's legit. Mainly because I'd like to see them release more volumes. If they release it and it's a bootleg, then someone will get sued and other legal stuff may happen. I wish someone would do it right and release all of Shemp's Vitaphone shorts legitimately in DVD volumes that we can all enjoy. I hope those who own the rights can realize what a market they have for this stuff.