Sanctus Real's full-length studio album "Message for the Masses" was released on June 18, 1999, and shortly afterward, bassist Matt Kollar was replaced by Steve Goodrum. Following "Message for the Masses", which was recorded in a garage, the band made plans to record tracks at a major studio. To earn money for the endeavor, Hammitt and Goodrum took telemarketing jobs for a few months, which were difficult and described by Hammitt as "the most dreadful ever". They recorded three songs with producer Skidd Mills in Memphis, Tennessee, and after winning a local radio contest, decided to record an entire independent album with Mills. It was completed in 2000 under the title "Nothing to Lose", and the band attended 2001's Gospel Music Week in Nashville to distribute copies of the project.