The Wind [Version (a)]:
I listen to the wind, the wind of my soul
Where I'll end up, where I'll think, only God only knows
I sat upon the setting sun but never never never
I never wanted water once and never never never
I listen to my words, but they fall far below
I let my music take me where my heart wants to go
I swam on the devil's lake but never never never
I'll never make the same mistake, no never never never
"The Wind" is a Cat Steven song, that can be found on his 1971 album Teaser And The Firecat
Beck has covered the song on stage once. It was during a radio show in Chicago (The Windy City), and Beck, his band and MGMT got together for a long set. They somewhat amusingly performed a setlist of cover songs, all about wind.
I'm not aware of any bootlegs of the show, unfortunately (it's unclear if that Chicago radio show actually ever aired).