Re: copyright
The problem with going through a website as you did is that you can't be certain the e-mail actually came from the comic (or even whether it was his site or a site someone else put up). Under current law, an electronic signature is as valid as a hard signature, but if you have no history of dealings with this person and don't know his email address, it would be hard to prove he actually gave consent.
Even if it were his signature, you can't be sure what rights he owns. In order to publicly show the clip you want to use, you need permission from the copyright holder, which may or may not be the comedian.
One of the things good lawyers always put in their contracts is a warranty that the person signing actually has the right to sign the contract and grant the permissions given. That way, if it turns out they don't, then they're responsible if you get sued.
Live performances themselves are not copyrightable, but recordings of those performances are--by the person who recorded them (or the person they work for), which would probably be a network or production company if this is from a broadcast show. If this is from a DVD, then the package should say who owns the copyright(s).
The "underlying material" (the jokes and dialog) belongs to whoever wrote it--it might be the comic or it might be someone else. If he hired someone to write the material, then he would own it. Usually, when a film or recording is made, the underlying material is licensed or sold to the producer so all rights rest in one entity. But, again, it isn't necessarily the case.
The comic may have agreed to let you show the material because it's good publicity for him, or he may assume that you have an ASCAP/BMI license and that license would cover the material you want to use (and he would get some sort of residual for it).
You don't say how you obtained the material, but if it's from a DVD or broadcast, there will be a copyright notice on the end (or on the DVD box) that will tell you who controls the rights. Contact that person or entity.
