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The song's title and all of its lyrics are Latin. "Agnus Dei" is a movement from a mass (older composers write many of these) and literally means:
(Lamb of God) Agnus Dei
(qui tollis peccata mundi) who takes away the sins of the world
(dona nobis pachem) grant us peace. (thanks, Chris - Philadelphia, PA)
In this song, Wainwright is asking for clemency from people who attack him and his music.
This is essentially a Classical song. It is a setting of the text of one movement from a mass done by Wainwright.
This is in Bb minor, which is a very rare key.
Wainwright did the string arrangement himself.
The creaking at the beginning is actually a violin (though Wainwright agrees that it sounds like a fart). It was created by pressing down about a quarter of the way up a string and rubbing the string along the fingerboard while damping the string with the pinky. (thanks, Davis - Montreal, Canada, for all above)
Meet the "sassy basket" with the biggest voice in country music.