Private parties & places? (Madrid)

Hi all,
A buddy of mine is looking to organize his "going away" party as he's returning back to France. Do you know of a place (hotel, bar, club, resto, whatever) that would have a small dance floor that may be reserved for a private party for 30 of his colleagues on a Friday? Finding a classy, elegant place and getting exclusivity i s very hard to find in Madrid. Most places only give you exclusivity when your over 60 people. Thanks, Bruno