From Song facts, www.songfacts.com/...=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."