Watch The Brian Setzer Orchestra - It's Gonna Rock... 'Cause That's What I Do (2010) : Full Movie Online Free On June 25, 2010, The Brian Setzer Orchestra headlined the opening of the Montreal Jazz Festival, performing for over 150,000 people! This show was easily one of Brian's greatest performances ever! This is one of the best rock shows you'll ever watch. Included is some amazing and rare bonus footage.