This was on a CD from a couple of years back. It's a hoot! Heavy-handed and ridiculous, but cool at the same time. The same CD has Lemmy, Dave Grohl and Billy Gibbons doing "Run Rudolph Run" which is even cooler than this.
Yeah, I've heard bits and pieces. Chuck Billy's "Silent Night" is... interesting. A shame it's not on iTunes - I have to settle for Twisted Sister for my metal Christmas cheer.