The Saving Private Ryan star plays guitar for the Blue Jackets, a band he formed several years ago around the recording of a song for a film soundtrack and named after his high school mascot.

The group has been playing small gigs in the New York area for many years and the Coldplay star attended one of the shows and was so impressed he asked them to open for his band at Madison Square Garden.

The actor says, "He comes to my 40th birthday party (in January) and he goes, 'Look, I didn't know what to get you, so I was thinking this, we're doing a free concert at the Garden, do you think the Blue Jackets would want to open for us?'"

Stunned Burns admits he spent four months doing nothing but preparing for the show: "He gives us 25 minutes, five songs, so then we turn into a real band. Like, everyday we're rehearsing for those five songs and talk about nervous. I mean never in my entire life (have I felt like that). I still have those memories of the middle of the first song having to turn around and adjust my amp and literally my hand is shaking."