I've never seen the Saturday Night Live sketch, but then I was only born in '83. And we don't really get SNL over here in Blighty.
You may be able to find it online, though I'm not sure if it'd be available over there. It was a lot of fun, though Kevin Nealon was a really terrible Spock.
That Shatner appearance on SNL, by the way, was the source of at least two comedy bits that I've seen some people on the Internet mistake for reality. One was the famous "Get a Life!" sketch in which Shatner was portrayed as blowing up at detail-obsessed, nerdy fans at a convention. The other was the bit from his opening monologue where he claimed that the Japanese name for Star Trek was Sulu, Master of Navigation. Yes, I've seen that joke cited as a fact. (It was actually called Uchuu Daisakusen, "Great Operation in Space," which is as close to a literal Japanese translation of Star Trek as they could manage; and Sulu had his name changed to Kato.)