Was the radio show Opie and Anthony? He walked out because the other guest, a comic, was challenging him on the Iraq War. Like I said in my other comment, he is a bully who deliberately intimidates people who disagree with him.
Yes, it was Opie and Anthony. Same show that this video is from.
He actually walked out about a year ago, not because of the Iraq War, but because of challenges to his truther ideology (as I remember it, anyway). O&A have a third host, a comic named Jim Norton, who really got under his skin. It was hilarious and showed Ventura to be the bully he is.
I saw the clip you reference months ago. The comic was Jim Norton, frequent guest on Red Eye (he was telling the group on there about it shortly afterward - hilarious!)