In 2001, Jakob Dylan began writing for the Wallflowers' fourth album, Red Letter Days. Later that year while on tour with John Mellencamp, the band began recording using portable equipment. Some recording was also done at keyboardist Rami Jaffee's house. Once the band was finished touring for the year they began recording the bulk of the new record at Jackson Browne's studio in Santa Monica. By the time the Wallflowers had gotten into Browne's studio, Michael Ward had left the band, leaving them without a lead guitarist for the recording process. Dylan took on much of the lead guitar duties with Mike McCready, Rusty Anderson and Val McCallum also contributing on guitar. Moe Z M.D., who had been touring with Mellencamp, contributed additional percussion and background vocals to the album.Red Letter Days was produced by founding Wallflowers member Tobi Miller along with Bill Appleberry. Recording continued through the new year and was completed on April 12, 2002. The album was mixed by Tom Lord-Alge, who had mixed the band's previous two albums. Mixing was completed on May 15, 2002.  While the Wallflowers were working on Red Letter Days, they recorded a cover of the Beatles' 1965 song "I'm Looking Through You" for the soundtrack to the 2001 film I Am Sam. The soundtrack was released on January 8, 2002.  The first single from the Red Letter Days, "When You're On Top," was released to radio on August 16, 2002. A music video directed by Marc Webb followed. After a few false starts, Red Letter Days was released on November 5, 2002. The album was met with mixed to positive reviews. Many critics noted the harder rock sound and catchy melodies used throughout the album. Commercial performance was relatively mixed as well, peaking at No.32 on the Billboard 200. Around the time of Red Letter Days' release the Wallflowers embarked on a monthlong U.S. tour stretching into early December. After another U.S. tour in January 2003, the Wallflowers toured in several European countries in February including Spain, Italy, Germany and Great Britain. After this tour, the Wallflowers' drummer since 1995, Mario Calire announced he was parting ways with the band.  In 2003, the Wallflowers were featured on the soundtrack for the film American Wedding. The band recorded a cover of Van Morrison's 1970 song "Into the Mystic". The film's music department weren't able to secure the licensing rights to use Morrison's version so they enlisted the Wallflowers to cover the song. Both versions of the song were, however, featured in the film.

Answer this question "What did they try next" by extracting the answer from the text above.
Later that year while on tour with John Mellencamp,