They play it in a special tuning.  From low to high (Eb Ab Eb Eb Bb 
Eb).

Eb---------------------------------------------
Ab--4------------2---------0-------------------
Eb----------------------0----------------------
Eb---------------------0------0----------------
Bb------------0-----0-0--------0----4h5p4-2-0--
Eb-----4-5-4p0-------0----------0--------------

This is the intro and the verse, so it should get you started.  The 
chords are 
E/C#m, E/B, and E/A.  The chorus is E/A, E/B, and B/G#. 

Cm         Bb            Ab
What can I do with my obsession?
Cm         Bb            Ab
With the things I cannot see
Cm         Bb            Ab
Is there madness in my being?
Cm         Bb            Ab
Is it wind that blows the trees?
Cm         Bb            Ab
Sometimes you're further than the moon
Cm         Bb            Ab
Sometimes you're closer than my skin
Cm         Bb            Ab
And you surround me like a winter fog
Cm         Bb            Ab
You've come and burned me with a kiss

        Ab    Bb       Eb/G
And my heart burns for you
        Ab    Bb       Eb/G
And my heart burns..for you

And I'm so filthy with my sin
I carry pride like a disease
You know I'm stubborn God and I'm longing
to be close
You burn me deeper than I know
I feel lonely without hope
I feel desperate without vision
You wrap around me like a winter coat
You come and free me like a bird

And my heart burns for you
And my heart burns for you