I think this may be the first GOMP ever. I'm working through the archives backwards so I don't know what's ahead of me, but what Tom says afterwards makes me think this is the first. It's from the 8/21/01 show.
http://www.sendspace.com/file/xlraii
I am working from the first show archived to now and from what I can tell the first GOMP is the April 17th, 2001 show. If I remember correctly it was to Tor but I could be wrong.
And speaking of good GOMPs for the beginning of the show, I REALLY wish Tom had said "Get Off My Phone" when Petey called on 8/7/01. It's great.
Tom: FMU, you're on the air!
Petey: Does the phone work?!
Tom: Hey is this Petey?!
Petey: YE-
Tom: (hangs up) BAAHAHAHAHAH. You little...MWAHAHAHAHAHohohoahahahaaa. Oh, You're so stupid, son! You gotta move faster than that!
Priceless.