I play a bit of harmonica.  It's definately in the key of D.  Jeff also has his guitar in Drop D tuning.  Just listen to the recording (IATTBYH DVD) and you can pick it out.  Okay...got my harmonica.  Goes from (holes) 5 to 6 blowing out, then suck in and bend twice on 5 and blow out (sounds like wah-oo-wah hoo for the bend part).  Then bend in and blow out on 5 (wee hoo).  Then in on 4 and back out.  Now suck in and bend twice on 4 and blow out, following the same progression from 5 to 4, but this time go from 4 to 3.  If you play around with that, hopefully you can get an idea.  Hope this he