Literally, freezing to death. Figuratively, opression.
Kevin: "The underlying theme is opression, but the question is open as to by whom. I had the idea of opressive parents in mind when I started, but it changed. That interpretation, coincedentally enough, applied to my then-fiancé, Angy-La, who's parents tried to keep her from dating me. They failed miserably *laughs*.
Played during Lightning as a duet with Angy-La. In succeeding tours, it is played during second-trip stops.
Fatnerd