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Unfortunately, after a very extensive search, I was unable to locate a copy of this episode.
SNL only offers Seasons 1-3 for purchase (Season 4 is rumored to be released this December), so an official copy of the episode does not currently exist - even a search for a copy of Christine Ebersol singing "Single Bars and Single Women" was not successful.
The only thing I can recommend is for you to either wait until SNL releases season 7 for purchase, or to contact the email address that is linked to Christine Ebersol's official website: [email protected] and ask if a copy of the song exists on DVD or CD format.