The song is from the mid to late 90's, it kind of sounds like NIN or Filter mixed with some Bad Religion. The main chorus is - "I'm on my way down. I'm on my way, ah-hey! I'm on my way." Any help would be appreciated. Thanks!

That's Marilyn Manson, Antichrist Superstar.

Thanks for the help, but I'm fairly positive that it isn't Marilyn Manson.

I see MM loves to use that line.
If you Google
"I'm on my way down. I'm on my way" + lyrics
You get 70 hits... all related to MM songs.

Sorry I wasn't of better help.