This was inspired by the 1999 World Trade Organization riots in Seattle, which seemed like the end of the world when riot police showed up and started firing tear gas. The studio where Cold was recording was on the same street as the protests.
Zero from The Abyss, NjI think the lines, "I'm so happy that it's on," and "It's my world, my love, my gun," is saying that in a way Scooter enjoys the riots because It's the people standing up for what they believe in, like using a weapon. It's a chaotic situation but he secretly gets a thrill from it. Like Disturbed says "Music is a Weapon", Scooter and the boys use their music as a weapon and the people use protests.
By the way, I wonder if Cold and Disturbed ever toured together, their styles are very similar. (plus Scooter and David are both bald and Kelly Hayes and Dan Donegan look similar!)
"Here Comes Your Man" is the closest the Pixies came to a hit in America. It was rumored to be about a drug dealer, but Black Francis says it's just a story about some hobos who travel by train and die in an earthquake.