Here's a link to Pete Coe's website - We'll have a May Day is on the CD Long Company which came out in 1997, and you can get it through the website.

Great song, and he does it well. Mind, singing about May Day and the triumph of Labour feels a bit ironic after what happened in the wake of May 97. (I've got a May Day song myself, written a year or so on from the election, bitter but trying to keep hopeful.)