Answer by taking a quote from the following article:

Mudvayne was an American heavy metal band from Peoria, Illinois formed in 1996. They are known for their sonic experimentation, innovative album art, face and body paint, masks and uniforms. The band has sold over six million records worldwide, including nearly three million in the United States. The group consisted of Chad Gray (lead vocals), Greg Tribbett (guitar, vocals), Ryan Martinie (bass guitar) and Matthew McDonough (drums).

In 2003 Mudvayne participated in the Summer Sanitarium Tour, headlined by Metallica, and in September Chad Gray appeared on V Shape Mind's debut studio album Cul-De-Sac. The following year the band began work on its third album, produced by Dave Fortman. As for the previous album, Mudvayne withdrew to write songs; they moved into a house, writing the album in four months before recording began. In February Gray and Martinie expressed an interest in appearing on Within The Mind - In Homage To The Musical Legacy Of Chuck Schuldiner, a tribute to the founder of the metal band Death, but the album was never produced.  In 2005 Chad Gray established independent record label Bullygoat Records and Bloodsimple's debut album, A Cruel World (with a guest appearance by Gray), appeared in March. On April 12, Mudvayne released Lost and Found. The album's first single, "Happy?", featured complex guitar work and Gray described "Choices" as "the eight-minute opus".  In August former Mudvayne bassist Shawn Barclay released his band Sprung's debut album, mastered by King's X guitarist Ty Tabor. That month rumors spread that Bullygoat Records would release We Pay Our Debt Sometimes: A Tribute to Alice In Chains, with performances by Mudvayne, Cold, Audioslave, Breaking Benjamin, Static-X and the surviving members of Alice in Chains. A spokesperson for Alice in Chains told the press that the band was unaware of any tribute album, and Mudvayne's manager said that reports of the album were only rumors.  In September the band met with director Darren Lynn Bousman, whose film Saw II was in production and would include "Forget to Remember" from Lost and Found. Bousman showed them a scene of a man cutting his eye out of his skull to retrieve a key. When Gray told Bousman about the conversation at Bob's Big Boy two years earlier, Bousman said he holds his production meetings at the restaurant and Saw II was based on a screenplay he wrote years earlier. Gray appeared briefly in the film, and the music video for "Forget to Remember" contained clips from Saw II.

What did they first do in 2003?
In 2003 Mudvayne participated in the Summer Sanitarium Tour,