Had to hold onto this note since last night--the 'cat crashed before I could post it:

The Metropolitan Museum of Art in New York City has an image of a Hurdy Gurdy played by a satyr.

This came from one of Don's sites, and at least for me, explains what we were seeing as far as Sting's performance:

Just as the bag of the bagpipe acts as a reservoir of air for continuous sound, so too the wheel makes possible continuous sound by avoiding changes of bowing. Both bagpipe and hurdy-gurdy use drones, provided in the former by reed pipes, and in the latter by strings which sound fixed pitches. Other strings tuned in unison provide notes of the scale. Tangents activated by keys press these strings at the appropriate points to produce different pitches.

SRS