Velvet Revolver will play its first show tonight (June 19) at Los Angeles' El Rey Theatre.

Velvet Revolver -- the new group featuring Guns N' Roses vets Slash, Duff McKagan and Matt Sorum, David Kushner of Suicidal Tendencies and former Stone Temple Pilots frontman Scott Weiland -- will play its first show tonight (June 19) at Los Angeles' El Rey Theatre.

"[Weiland] is just awesome," Slash said. "We've been writing new songs. He's a great singer, and he's a great arranger. The music just sounds unique. We just fit together as a band. There's not this weird subconscious pressure going on that something's not right."

The group's single, "Set Me Free," which hit stores this week as part of Decca/Universal's score/soundtrack to "The Hulk," leaked to radio early and is already among the most-requested songs on alternative stations WBCN in Boston and KROQ in Los Angeles. The group's managers, Dana Millman-DuFine and David Codikow of Immortal Entertainment, pacted with Apple's new iTunes download service to offer the single, and it's already the No. 2 most-downloaded song.

The band and management hope that Weiland, who recently was arrested on drug charges and went through rehab, will stay focused and clean. "He's very open and honest about his problem," Nelson said. "He's not in denial. He wants to be OK. [Velvet Revolver] is a very constructive thing in his life ... and the guys are so incredibly supportive of him and tough at the same time."

Slash said that before jumping into a record deal, the band wants to focus on writing music and rehearsing.

"In light of the way the music business is right now, you want to put out a record that's going to be cost-effective and distributed properly," he said. "If you're going to make a deal, you want to make the best deal you can possibly make, and if you can afford to do it yourself, it's even better. We're just looking at it from all these different directions ... I've cut my teeth on all different aspects of the wrong way to do it."

Codikow and DuFine are weighing their options, and while a good label deal would be ideal, they have also been presented with opportunities to do a deal directly with an Internet company.

"People are talking to us, and in the next 60 days or so we're going to figure it out," Codikow said. "If radio embraces this band the way that we all hope, who's to say that you couldn't drop ship records to record stores and download them -- and even if you sold less, from an economic standpoint you'd still make money."