This was written and originally recorded by Prince as "How Come U Don't Call Me Anymore." He recorded it using just his voice and a piano. Keys is a classically trained pianist, so this appealed to her.
Keys is a big fan of Prince. She got the idea to record this after someone from her record company put it on a tape for her to listen to.
Keys played this at Prince's 43rd birthday celebration at his Paisley Park compund in Minneapolis. She met Prince there for the first time. He gave her some advice and told her he likes her version of this.
"Cigarettes And Chocolate Milk" describes a time in Rufus Wainwright's life when he found himself hungover and pounding chocolate milk to feel better. It didn't work, so he smoked a cigarette, which is when he realized his addictive personality could be a problem.