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Guitar Lesson Copyright question?

I am an accomplished guitar player and am seriously considering producing my own guitar lesson DVD. What are the rules concerning doing a lesson on a popular rock song, i.e. Crazy Train. Are their copyright and royalty issues that come into play here?
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Yes.
"Crazy Train" – Words and Music by Ozzy Osbourne, Randy Rhoads, Bob Daisley
Copyright © 1981 Blizzard Music Limited

You would need the permission of the copyright holder.