The director of Take the box was Simon Starling, and he had uploaded the music video on Vimeo.
In the video's description, it is written that: "Filmed at Madam JoJo's in Soho, London in 2003"
"Groovy tunes, clubbing adventures, burlesque dancers and characters so colourful, they’d make a rainbow seem opaque – welcome to the wonderful world of Madame Jojo’s!
A favourite amongst trip advisors, yelpers and London Towners, Madame Jojo’s represents all that is weird and wonderful about Soho and is an absolute must-visit.
A Soho institution with a kitsch yet cool aesthetic, this funkadelic events space can accommodate anything from artist showcases and product launches to imaginatively themed private parties and special receptions. It can even be used as an über trendy film and photography space!"
Source of the photo and info: