Mid-2004 saw the arrival of his first studio album in three years, titled "Scream & Whisper", which was released on another indie label, DRT Entertainment. Later that year, McCain made time in his tour schedule to run the 35th annual New York City Marathon. In an interview in the August 2004 issue of Runner's World, McCain said of training on the road: "You just pick your spots. One of the things that comes in handy depends on how far away the hotel is from the venue. ... For example, the other day the hotel was five miles away from the club where I was performing, so once we got to the club and got sound checked I threw on my running clothes, then ran back to the hotel. Little things like that help." In late 2004 McCain released his second DVD, "Tinsel and Tap Shoes". It was his first live concert DVD, recorded at The House of Blues in Myrtle Beach, South Carolina.