"Thumbing My Way" was written real quick. There's something about writing real quickly that keeps the music in a nice pure state. You don't think of it as homework. You think, "Wow, that was a good half hour spent." There is a tangible joy about creating something that wasn't there before.〔Fricke, David. ("Eddie Unabridged" ). ''Rolling Stone''. May 29, 2003.〕

We were out in the room playing the song and learning it. In the process, (Adam Kasper ) went and re-miked everything very covertly. So all of the sudden when we were ready to play it, it was up and he captured it. Nailed it. That to me was really critical and kind of how the record sounds. A lot of times, there's that cool thing when you don't quite know the song and everybody is really concentrating. It lasts for four or five takes and then it's gone. After that, it's all cerebral.〔Cohen, Jonathan. . ''Billboard''. November 2002.〕

That's a real live performance with lots of room ambience. It's us trying to keep up with the chord changes! There are some nice drums and bass. The sentiment of the song is amazing.〔