Capo on first although you can play it without a capo or have the capo anywhere really.
[ Tab from: http://www.guitaretab.com/p/patrick-wolf/59930.html ]
e: ---------------------------------------------------------------------|
B: -------0--0--------0--0---------0--0---------0--0--------------------|
G: -----2--2--2-----2--2--2------2--2--2------2--2--2-------------------|
D: ---------------------------------------------------------------------|
A: --0------------------------------------------------------------------|
E: ---------------0------------2-----------2----------------------------|
