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Michael Nesmith wrote this song before he joined The Monkees. It was first recorded by The Paul Butterfield Blues Band on their East-West album on Elektra in 1966. In Glenn Baker's Monkeemania book, it states that the president of Elektra actually caught some flap once the Monkees' version came out because people couldn't believe that a Monkee actually wrote it.
Nesmith: "That song was written to be a hit. I knew it would be a hit. I never once thought of me doing the lead on that one. Mickey was my choice for that."
Run-D.M.C. covered this in 1988 on their album Tougher Than Leather. They did a rap version with the chorus changed to "Mary Mary, why you buggin'?" (Thanks to the good people at www.monkeeland.com for their help with this)
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