Having fulfilled his four-album contract, McCain split from Lava/Atlantic at the end of 2001. In early 2003 he released a collection of acoustic versions of old and new songs called "The Austin Sessions" via ATC Records, a Nashville-based independent record label (at which McCain was the first artist signed following its creation in 2001.) "Sessions", recorded in roughly 20 days, punctuated McCain's major-label departure with an intentionally stripped-down sound and offered some fan favorites from his early days of touring, including Dire Straits' "Romeo and Juliet". The album, coupled with McCain's first DVD, "Mile Marker: Songs and Stories from the Acoustic Highway" (2002) – which consisted of interviews, live performances and other material – served as a thank-you to longtime followers. In a May 2003 interview with Billboard, McCain noted, "The whole package is sort of saying, 'I'm back doing what I started doing.'" About the same time, the musician also hosted "Inside Music With Edwin McCain", a syndicated show on the Sirius radio network.