Nine Inch Nails

I think it's about his music in general and he is the "you" from the perspective of the listener

Supposively it's about his recently deceased grandmother who raised him

From Song facts, http://www.songfacts.com/detail.php?id=5200

This song is about the control that money has over people and the pain and suffering associated with it. "God Money" is just that. Money has become a god unto itself (especially in capitalist societies, like the one in America). Trent Reznor is basically saying he'd rather die than give in to temptation. >>
Both the song name and the moniker Nine Inch Nails were inspired by a quote by Al Jourgensen, lead singer of the metal band Ministry: "Listening to Ministry is like having a nine inch nail hammered into your head like a hole."
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