They live a high-risk lifestyle, those rock stars.

Just over a month ago, My Chemical Romance got a taste of that while shooting the video for their upcoming single, Famous Last Words, off their recently released The Black Parade.

Every member of the band was injured during the shooting -- most notably lead singer Gerard Way and drummer Bob Bryar, who each landed in the local emergency room with serious injuries.

"Gerard effed up his ankle real bad -- it was purple and looked like a giant grape, so he went in to the hospital for that," Bryar said in an interview with the Sun. "I got burned and it got infected and they wanted to do a skin graft and I didn't do it and it turned into a Staph infection that ended up coming out on my face. I got an abscess and my whole face was paralyzed -- I went into the hospital to get it drained and they told me that it was putting pressure on my brain so I had to be admitted. Finally it went down, but it has started to poke its head out again recently."

Said Way: "It was very traumatic -- we almost lost Bob for real."

So what did they learn from that experience?

In unison, they said "nothing, we'd do it again."

"As soon as it happened, everyone asked me if I was going to sue, and I was like 'f--- no! Look at the video! It was totally worth it."

Way, who takes the blame for putting the band in "severe positions," agrees.

"You watch the video and it comes across to the viewer that these guys survived something," he said. "That's priceless. Sometimes you've got to suffer to make great art. We suffered when we made the album and we really suffered when we made the video."