In 2006 , Sheila formed a female group C.O.E.D. ( Chronicles of Every Diva ) , consisting of Sheila E. , Kat Dyson , Rhonda Smith and Cassandra O'Neal . The group released a single " Waters of Life " . In March 2007 , the group went on a successful tour in Europe and Japan . The group toured overseas in 2008 and released a CD available in limited distribution or through her website . For several concerts she was joined by Candy Dulfer , who was billed as a special guest . She performed at the 2007 Latin Grammy Awards with Juan Luis Guerra . She also performed at the American Latin Music Awards in June 2007 with Prince and on July 7 , 2007 , in Minneapolis with Prince . She performed at all three of his concerts : at Prince 's 3121 perfume launch at Macy 's , followed by the Target Center concert , and finally , at an aftershow at First Avenue . In October 2007 , Sheila E. was a judge alongside '' Australian Idol '' judge and marketing manager Ian " Dicko " Dickson and Goo Goo Dolls lead singer John Rzeznik on the Fox network 's '' The Next Great American Band ''
Latin Grammy Awards
8th Annual Latin Grammy Awards
Sheila E.