As Howard Stern guests go, Mr. Methane is not nearly as noxious as Sal the Stockbroker or Hank the Dwarf. He is an artist--a fact that was somehow lost on Phil Collins when Methane once approached the singer for permission to "cover" the song "In The Air Tonight."Here's Mr. M's pitch letter and the snippy reply from Collins's killjoy manager. We're just happy Howard recognizes Methane's brilliance--and hope the King's serious about that Broadway show. (2 pages)