The Rolling Stones Song of the Day is ‘What A Shame.” “What A Shame” is an early Mick Jagger- Keith Richards song and is on The Rolling Stones No. 2 album. Although the song is a Jagger-Richards song it would fit the right in if it were one of the Willie Dixon covers they had done in the past. Founder Brian Jones’s influence on the band is still evident here. The song with its dark lyrics was recorded at the home of the Modern Blues- Chess Studio in Chicago. What A Shame was released also as the b-side to “Heart Of Stone.” One of the best songs on Rolling Stones No. 2.