In an interview, he said, "it's not until you become seriously ill and you nearly die and you're at home for six months, that you suddenly stop, to realize that this isn't the way I intended it to be in the beginning. Everything that you've done falls away and you start wondering why you went through all that rock business stuff." A record company offered him millions of dollars to do a duets album with notable artists. Having promised himself that if he recovered he would return to his blues roots, he started the record label Jazzee Blue to free himself from his then current company's expectations. The first album under this label, Dancing Down the Stony Road (2002), reached No. 14 and was certified Gold by the BPI. He wanted the label to be a place "where musicians came and made a record" of this style of music. Jazzee Blue released several blues and jazz albums mostly by members of his then current band. He was disappointed with the music business when Michael Parkinson, who supported him to do Dancing Down the Stony Road, told him songs longer than three minutes were not played as often on radio anymore.
