MCR unveiled their concept of "The Black Parade" as a completely separate band, playing two sets under two identities. The first hour of the show they are The Black Parade, performing the entire album in order. Frontman Gerard Way tells MTV.com, "The most exciting thing about this tour is that it's the first time you're really seeing The Black Parade as a band. And yet you're never gonna get alienated because you're also gonna get My Chemical Romance." The show's set also brings to life the artwork of the record, with the band wearing the matching, marching band uniforms that signify their alter ego.

"It's a fine line between having a really good show that will be remembered," said drummer Bob Bryar, "and letting all that other stuff become the show. I think it's more special if we let the focus always be on us." "We're so over the top anyway that why would we want somebody else up there hamming it up?" Way jokingly added. "I'm ham enough, you know?"

For the last half hour of the show, however, the band morphs back into My Chemical Romance for a half hour of material from their first two records. MCR will be on tour until late May, with Rise Against opening the first leg of the tour and Muse opening the second half.