Unless that's not actually the link you meant, that's not a dojo, it's a demo. Little bit different. Lots of demos are done in public places (probably not many done at record stores though..).
Yes, I know it was a demo. I was joking with Pierre about his garage comment, but he has apologized now.
I have known some people who have run martial art schools where ever they can, it is not the building it is the people practicing together that make a dojo.
My home dojo (during the summer only). http://www.aikiweb.com/gallery/showphoto.php?photo=1553