If you take a song like Burden, that's more reflective than sad to me. It actually gives me a good feeling when I hear it. The beginning especially. Only the last part, before that crazy solo, sounds kinda sad. But compared to say Radiohead or even Porcupine Tree, I don't find Opeth overly sad. If you wanna get sad, just put on OK Computer-that will bring you down so much you gonna need a double dose of Prozac!
