Scott Anderson knows how these rumored Prince performances in small rooms go. After all, he had seen the Purple One in concert at First Avenue a few times in the early 1980s. Tipped off by a staffer at the Dakota Jazz Club, Anderson dutifully showed up at the downtown nightspot about 10:30 p.m. Thursday for the rock star's latest unadvertised hometown gig.

"If you've got a chance to see Prince uncut, you've got to be there," said Anderson, an unemployed restaurant manager who graduated with Prince from Central High School in 1976.

Even Jakob Dylan, son of Bob and leader of the Wallflowers, heard the rumor and waltzed in at about 12:40 a.m. His band had played a private show at the Fine Line Music Cafe Thursday and he figured rather than stay in his hotel room and watch reports about the late Michael Jackson on TV, he'd walk a few blocks to the Dakota, have a beer and maybe get to see Prince in a rare performance in a room set up for 150 people.

Even though Dylan had a fishing hat pulled down over his head, rumors quickly spread that the Wallflowers would take the stage. "Am I going to go up there when they expect him?" Dylan told me, rolling his eyes at the preposterous notion.

By then, the Dakota had started broadcasting Jackson's music over the P.A. system, prompting people to perk up after staring so long at a stage with a keyboard, amplifiers and a partial drum kit awaiting the Minneapolis icon. The first Jacko song: "Wanna Be Startin' Somethin'."

People had begun arriving at the Dakota while local singer/songwriter Alicia Wiley, the night's only advertised act, performed from 7 to 10:30 p.m. By 11, the place was packed with another 50 people sitting outside on the patio.

"There's a dull buzz here," said Robert Mitchell of Burnsville, as he patiently waited for a royal arrival of the king of late, late-night performances.

This whole affair started when Prince went to the Dakota in early June to see jazz trumpeter Roy Hargrove, taking a seat in the balcony after one of his security people had surveyed the scene. On Tuesday, one of Prince's people called Dakota co-owner Lowell Pickett to arrange a gig for late-night Thursday.

"The last we heard from him was on Tuesday," said Dan Eikmeir, the Dakota's artist relations manager, after e-mailing Prince around midnight. At 1:54 a.m., the Dakota blasted Prince's "Purple Rain." By then, the 100 or so faithful knew it wasn't going to happen.

"You gamble, but sometimes you lose," said Claudia Daniels of Long Lake. "It was a fun party with good people-watching."

No one booed. Like many clubgoers, Anderson was resigned.

"Part of me says Prince didn't show because of his respect for Michael Jackson," Anderson said. "I think that's the kind of person he is. But who knows? He's so private."

Jon Bream • 612-673-1719