I haven’t seen this posted anywhere, so I thought I’d link to it. This is Hickey’s lecture in MP3 form from the Frieze fair this year. It deals with art and money.
Here is an interview with Hickey in the Believer which has been posted other places.
note: If you take a drink after every time he says, “do you understand” or “you know what I mean” you might get quite drunk—that is if it is an alcoholic drink, of course.