After the penultimate episode of "The Sopranos," the question hanging over Steven Van Zandt's head is what happens to, you know, the wig? Does it stay in the family, does the Smithsonian inherit it, or what?

"What do you mean?" asked Van Zandt with an edge of the same menace and dark humor that he has brought to Silvio Dante, Tony Soprano's pompadour-styled right-hand man, for the past six seasons. "Half the difficulty I face each day is getting all that hair under my bandanna."

OK, the 56-year-old actor and guitarist is stuck in the first stage of grief. He admits it.

"I think we're all in a little bit of denial," he said Monday on the phone from New York City. "We've had so many long breaks on the show that it just doesn't feel like it's really over. It's hard to accept."

Spoiler alert — if you haven't seen last Sunday's episode, "The Blue Comet," stop reading. After years of dodging bullets, Tony's violent temper and drunken Bada Bing patrons, Van Zandt's character, who has been looking more and more like Richard Nixon over the past few seasons, finally took a bullet, or two, or three. While his celebrated hairpiece would appear to have a chance for a happy and productive life on another show, the man underneath doesn't seem to have a future.

"He's still breathing - at the moment," said Van Zandt, who gained prominence as a member of Bruce Springsteen's E Street Band. "Well, he's doing better than Bobby Bacala." (Bobby, Tony's brother-in-law, was gunned down by two assassins at a hobby train store in the same episode.)

While Silvio's perhaps mortal wounding isn't shocking to "Sopranos" fans, it is nonetheless occasioned by some sadness. Part of the show's magic is that even though the character is a strip-club manager, not to mention a murderer, he's still sympathetic. If for nothing else, being as honest as anyone is around Tony.

"He's one of those rare people that is truly comfortable with who he is," Van Zandt said. "He likes being a No. 2 guy, and he's also probably the only character not afraid of Tony."

Like most of the show's cast members, Van Zandt has known for months there were several bullets with his name on them. His pat answer, one he's been endlessly repeating, to the next question - what happens in the finale? - is: "Tune in and find out."

But he did add: "It's going to be controversial. It's going to be talked about."

For someone who's been part of one of the most successful rock bands in history, the clamor over "The Sopranos" has surprised even him. "Can you imagine any other television show, except I don't know, 'American Idol,' generating so much discussion?" Van Zandt said. "It's great to see what a cultural phenomenon it has become."

Van Zandt's "Sopranos" afterlife promises to be busy. He serves as a creator and executive producer for three programs on Sirius Satellite Radio, including one called "The Wiseguy Show." And he's working with educators to incorporate a rock 'n' roll component to high school curriculums nationwide.

"Music got me through my life, no question about it," said Van Zandt, who notes that only around half of U.S. public schools have active music programs. "You can't get from a computer game or a text message what you can get from music. You just can't."