MILWAUKEE — The small, single-family house on North 36th Street looks like any typical suburban American home. Just a 15-minute drive from downtown, it stands about 900 miles west from the hustle and bustle of the Hollis neighborhood of Queens, New York.

Our investigation into the murder of rap pioneer (and Hollis native) Jam Master Jay brought us here.

"This is my old crib," explains Eric "Shake" James, one of Jay's closest friends. "And this is where Jam Master Jay spent his last days."

During the week before he was slain more than five years ago, Jam Master Jay traveled to Milwaukee to visit James. The legendary DJ was on break from a Run-DMC tour with Kid Rock and Aerosmith, and spending time with Shake — at this house, and at local clubs and restaurants — was a welcome respite from the hectic pace of life on the road.

James shakes his head sadly as he looks at his old home. "[I'm] just remembering all the good times we had here," he says. "Like playing video games."

Jam Master Jay was an avid gamer. In fact, he was reportedly in the middle of a game of "Madden NFL" on the night he was killednight he was killed inside his Queens recording studio.

Shake points out the room at the front of the house where he and Jay would hole up and play — sometimes all day, sometimes even longer. "He could beat me in boxing but not in football," Shake remembers, smiling. "But he always wanted to play football, and every time he picked the Giants."

Just hours after Jay left Shake's house to catch a flight back to New York on the morning of October 30, 2002, the legendary DJ would be gunned down by assailants whose identities remain a mystery. Like the murders of Notorious B.I.G. and Tupac Shakur, Jay's remains unsolved.

"Had I known what was going to happen to him when he went back home," Shake says now, "I would never have let him leave here."

Unlike most of those in Jay's inner circle, often referred to as the "Hollis Crew," Shake was not from Queens. He wasn't an old pal seeking a favor or an aspiring rapper looking to ride Jay's coattails. By all accounts, he was an ordinary kid and a fan, lucky enough to befriend one of his idols. As Ethan Brown, author of "Queens Reigns Supreme: Fat Cat, 50 Cent, and the Rise of the Hip Hop Hustler" put it, "there was no baggage" in their friendship.

And yet, despite his relationship with and close proximity to Jay in those critical last days, Shake has never been questioned by authorities investigating the rapper's murder and, until this interview, he had never spoken on-camera about the last hours he spent with his famous friend.

* * *

"This was one of Jay's favorite places to eat," Shake says as we enter Kopp's, a popular restaurant on North Port Washington Road, a 10-minute drive from Shake's old house on 36th Street. "We came here a lot during that last visit. He loved those chicken sandwiches," Shake tells us as we wait in line to order food. Crowded with high school kids and soccer moms, the place seems an unlikely hang for a hip-hop superstar.

By the time Shake first met Jay — in 1988, when Shake was 19 — he was already a huge Run-DMC fan. "My Uncle Gary would play their records all the time," Shake recalls. "Since I was an only child, I really looked up to him, so I started listening to them too. We'd sit in the basement after school, listening to their songs over and over so we could memorize the lyrics."

One day a friend of Shake's was hanging out at Milwaukee's Grand Avenue Mall with Run-DMC; the group was on tour at the time. Shake met them at the mall and ended up shooting hoops with the guys at the local YMCA.

Jay had a sharp eye when it came to style, and he took a shine to Shake's Adidas.

"Between the sneakers and the hoops, me and Jay just hit it off right away," Shake recalls. "It was instantaneous — we just clicked."

After the game, Shake offered Jay a ride in his car.

"This is your car, Shorty?" Shake remembers Jay saying, pointing to his tricked-out 1967 Cadillac. "Jay was a car guy, so he could appreciate it."

Shake tossed him the keys and Jay got behind the wheel. "The next day at school, I told all my friends that Jam Master Jay had driven my car, but none of them believed me."

Not only had Jay driven his car, but he'd also given Shake his number.

"Let's stay in touch," Shake remembers Jay telling him. And they did. "Next to the word 'friend' in the dictionary there should be a picture of Jay," Shake says. "Because that's what he was: a true friend."

Over the years, that friendship deepened. Jay brought Shake on video shoots, invited him to the party he threw for his 10th wedding anniversary, and took him along when Run-DMC went on tour. "Jay took me all around the world," Shake says. "We even went to Russia — in a small-ass plane!"

On the road with Jay, Shake also got to hang with some of hip-hop's biggest MCs: 50 Cent, Ja Rule and even Tupac. After Jay introduced Tupac to Shake outside a Los Angeles nightclub in the late '80s, Pac asked for Shake's number so that they could hook up at a show Pac was planning to do in Milwaukee. Pac made good on his promise, and the next time Pac came to Brew City he invited Shake to his hotel, where he played him the classic record "Cradle to the Grave." Shake even got to DJ for Pac on one night of the tour.

Over the years, Shake said Jay confided in him about his personal aspirations (he wanted to get out of music and make movies), financial matters (people owed him money) and problems with friends (he worried that some of his closest associates were taking advantage of him).

Asked if Jay tried to leave any of those problems behind when he was in Milwaukee, Shake says, "No way. He was always on his pager. Wherever we were, it never left his side."

* * *

Playmakers is a nondescript shirt and sneakers store on North Martin Luther King Drive in a tough Milwaukee neighborhood dotted with churches and liquor shops. The place is everything you'd expect in a hip-hop apparel store. Shake's been coming here for most of his life.

"Ever since I told Jay that this was the place I got those Adidas that he liked so much, he loved Playmakers," Shake says. "Not every region would get the same styles. New York would get one style and here in the Midwest we'd get something different; the Midwest would get a certain kind of Phat Farm shirt that you could only get out here, or a certain kind of Adidas sneakers that you could only get out here."

We follow Shake to a rack of shoes on the wall.

"He really liked the running shoes," says Shake, pulling a pair of Adidas trainers from the shelf. "Like these right here, these would be some JMJ's for sure."

And true to the Run-DMC song, Jay always favored Adidas. "The one time he wore Reeboks was for a basketball tournament in Russia," Shake laughs. "Reebok was the sponsor, so he had to wear Reeboks!"

Jay would also insist on paying, sometimes over the objections of the store owners. "The guys that owned the store had so much love for Jay that that they were like, 'Damn, I can't really take his money,' " Shake remembers. "So they would give him a couple pairs of sneakers and some shirts. But you know Jay, he'd wanna pay. So he'd be like, 'Nah, take this,' and he'd give them $200 or swipe his card."

As we leave Playmakers, Shake is asked about Jay's generosity, and whether it attracted people who may not have had his best interests at heart.

"Jay had the wrong people around him," Shake says, but doesn't elaborate.

Jay and Shake would also hit Milwaukee's nightclubs when he was in town. "People would be like, 'You look just like that DJ from Run-DMC!' " Shake recalls, laughing. "But when he jumped on the turntables — which he did every chance he got — people knew he was for real."

Standing on the sidewalk outside Martini Mike's on North Old World 3rd Street, Shake says, "This is where Jay and I came on our last night together." He peers into the club's darkened windows as if he's peering into the past. The place, called the Velvet Room when Jay and Shake frequented it, has since been remodeled, but Shake paints a vivid picture of what it was like hanging out there with Jay.

"He didn't have any security around him. He wouldn't stick to some VIP table," Shakes says. "He never moved like that. He'd be on the floor, with the people. Or DJing, just doing what he loved.

"Jay always had lots of admirers," Shake continues. "Everyone was always asking for autographs, giving him demos to listen to. And Jay signed every autograph and took every demo tape. That's the way it always was when I went out with Jay."

However, something out of the ordinary happened here on the night of October 29, 2002 — the last time Shake and Jay came here together.

"Jay lost his pager that night," Shake says.

"The one he always had with him?" MTV News' Tim Kash asks.

"That's right," Shake explains. "That was how you got through to Jay."

"So what happened to the pager?"

"I went back and got it the next day," Shake explains. "I was going to give it back to him, but then ..." Shake's voice trails off.

"Where is the pager now?" Tim asks. "Who has it?"

"I do," Shake says. "Come on over to my crib and I'll show it to you."

What was in that pager? Check back on Thursday to find out.

For full coverage of the Jam Master Jay case, see the Jam Master Jay Reports.