This is a track from The Astonishing, a concept album about a future where music is made by noise machines. A band of rebels look to a peasant man named Gabriel, who is a born musician, to lead them out of oppression.
Guitarist John Petrucci, who came up with the storyline explained to Billboard magazine: "The song is about Gabriel communicating to his brother Arhys that he has a plan that he thinks can save them, but there's a betrayal theme that's going on in the story that comes to a head."
"Cigarettes And Chocolate Milk" describes a time in Rufus Wainwright's life when he found himself hungover and pounding chocolate milk to feel better. It didn't work, so he smoked a cigarette, which is when he realized his addictive personality could be a problem.