The easiest way, in my opinion, to play this is to drop your tuning down a half 
step so you can bar all of the chords. great cross-picking exercise.

Intro:

use the same picking pattern throughout the whole song (A= root string of chord, 
i.e. E (6) or C#min (5). 
A B A C D C B C

so for E, you're picking in this order 6 5 6 4 3 4 5 4 (low e string = 6)

listen to the song and you will hear it instantly

INTRO (play through twice)

E E E E

C#min C#min C#min C#min


VERSE: 
E                        E                  E                E    
Hey little girl, is your daddy home? did he go and leave you all alone? 

A      A                    C#min        C#min
mmmm.... I've got a bad desire .............

A                B            E
whoa-    oh     -oh    I'm on fire

E                        E                   E                     E 
Tell me now, baby, is he good to you? Can he do for you the things I want to?

A   A                C#min         C#min
oh... I can take you higher.....

A                B            E
whoa-    oh     -oh    I'm on fire

Instrumental (play through twice- opposite of intro)

C#min C#min C#min C#min

E     E     E     E

Bridge:

A                                               A
Sometimes it's like someone took a knife, baby, edgy and dull


           C#min                      C#min              C#min     C#min   
and cut a six-inch valley through the middle of my skull


   E                          E                
at night, I wake up with the sheets soaking wet and 

  E                                 E
a freight train running through the middle of my head 

    A      A              C#min       C#min
and you...... can cool my desire.......

A                B            E
whoa-    oh     -oh    I'm on fire

A                B            E
whoa-    oh     -oh    I'm on fire

A                B            E
whoa-    oh     -oh    I'm on fire


Repeat instrumental pattern through outro

C#min C#min C#min C#min

E     E     E     E