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NEW YORK, NY - FEBRUARY 07:  (Exclusive Coverage) Prince performs during his "Welcome 2 America" tour at Madison Square Garden on February 7, 2011 in New York City.  (Photo by Kevin Mazur/WireImage) *** Local Caption *** Prince
NEW YORK, NY - FEBRUARY 07:  (Exclusive Coverage) Prince performs during his "Welcome 2 America" tour at Madison Square Garden on February 7, 2011 in New York City.  (Photo by Kevin Mazur/WireImage) *** Local Caption *** Prince

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    Sheila E. remembers when Prince proposed to her

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Sheila E. remembers when Prince proposed to her

Sheila E., long-time collaborator and friend of Prince, speaks to CNN about the moment when Prince proposed to her on stage during a performance of "Purple Rain."

Sheila E. remembers when Prince proposed to her

Sheila E., long-time collaborator and friend of Prince, speaks to CNN about the moment when Prince proposed to her on stage during a performance of "Purple Rain."