During the 2001 MTV Movie Awards , hosts Kirsten Dunst and Jimmy Fallon parodied both the video and Madonna 's cowgirl look . At one point , Fallon even dropped to the floor to cover himself in sand . The song " Do it With Madonna " by Australian rock band The Androids referenced the music video in the line " Have you seen her where she 's wearing the cowboy hat and she 's kicking the dirt ? " . In 2015 , television show host Ellen DeGeneres re-created the video by superimposing herself as one of Madonna 's cowboys . At the 10th annual Music Video Production Association Awards , which took place on May 16 , 2001 , the video won two awards : in the categories of Video of the year and Best direction for a female artist . It was also nominated for a Grammy Award for Best Music Video at the 44th ceremony and for Best Female Video and Best Choreography at the 2001 MTV Video Music Awards . In 2009 , the video was included on Madonna 's compilation , '' Celebration : The Video Collection ''
2001 MTV Movie Awards
2001 MTV Movie Awards
Don't Tell Me (Madonna song)