WHEN They Might Be Giants was establishing itself 15 years ago, one of its gambits was Dial-a-Song, a Brooklyn-based answering machine that offered a random selection of the duo's quirky tunes. So it seems logical that TMBG is now the first established act to release an album exclusively as a download on the Internet and not on CD.

"It's obviously got a more restricted audience than a CD," says Giant John Linnell about "Long Tall Weekend," an album of obscurities and new songs recently released by EMusic.com in the MP3 format. "It's hard to say what to expect when you start selling an MP3. Personally, I don't know anyone who's bought it, but at ourshows we've asked people if they've bought it, and there's a significant number of people who have plunked down the $9 or whatever it is.

"According to EMusic, it's in the thousands now," he says. "I don't know if that seems like a lot to them. They're pretty definitely not making money on us yet, but then again maybe that isn't the idea."

The Giants made several successful albums for Elektra, but were dropped in the post-grunge purge of bands considered too eccentric for the contemporary teeny-pop market. EMusic has proved more supportive than Elektra, underwriting the group's current tour, which will stop Friday and Saturday at the 9:30 club.

"We got offered a very nice deal," Linnell says. "They're a company that's starting up, and they want to get the word out, so they're subsidizing a tour that's also promoting EMusic. We've never had tour support before."

The musician sees MP3 as more universal but less personal than Dial-a-Song. "I think it's a very different thing," he says. "When people pick up the phone and call a phone number and they know it's a local call, they feel a very direct connection to the thing on the other end, even if it's an answering machine. If you called up, you were the only person hearing that song."

Linnell's colleague John Flansburgh gets on the phone to extol another of the band's Internet projects, a "Web radio" station. Available at wiredplanet.com, the station mixes Giants material with songs from their many side projects and tracks from the Hello CD of the Month Club that Flansburgh ran for several years. (The Hello artists include Andy Partridge, Soul Coughing, Frank Black and the Residents.) Like Dial-a-Song, this service uses a random song selector. "It's the ultimate shuffle play," Flansburgh says.

The duo, which is backed on stage these days by a five-piece band, is also planning to release plenty of music in more conventional formats. Its "Dr. Evil" will be featured on the second album of songs from "The Spy Who Shagged Me," and an album of children's songs is due next year from Rounder.

Linnell surmises that the duo's songs for children may explain why the band continues to attract young fans. "We did a lot of children's TV 10 years ago," he notes, "and I think that a lot of parents thought that, of all the bands that they liked, we were the one that was safe to play to their kids. We had some of our songs animated as part of the Saturday-morning cartoon show `Tiny Toons' around 1990, so a lot of people who were like 11 when that came out are now in their late teens and ready to go see rock shows."

The Giants also are making another CD for their post-pubescent fans. "We have about half of the album recorded, and we really like what we've got so far," Linnell says. "All we need is a record deal. We're sort of waiting to see what happens with the guy who produced a bunch of the tracks, Joe Nicolo." The producer's Ruffhouse label is no longer allied with Sony, and he's looking for another distributor.

More imminent, however, is Linnell's new "State Songs," which Rounder will issue this month. The album contains 15 of the songwriter's efforts to compose tunes for every U.S. state.

"I'm not sure if I've reached my goal yet," he admits. "I'm having trouble remembering if I've written all the songs. I think maybe the answer is that I've probably written or started writing a song for every state and some of them are not so great. In some cases I've rewritten songs. There were two other songs called `Utah' before I came up with the one that's on the record.

"I've been writing these songs for 11 years now," he says, "so I don't know if it's going to take the rest of my life to finish the whole project."

The songs included on this album, he says, "were the ones that were the most ready. They formed a nice set together. It's a little bit arbitrary. There's really not much order to it, other than that there's a preexisting set of song titles."

The album also allowed Linnell to experiment with the band organ, a player-piano-like instrument designed for early 20th century carousels. "It doesn't get used that much, and it's an amazing sounding thing," he says. One of the ones he used is in Glen Echo Park: "That's a pretty rare example of a well-preserved model 165, which is the largest of the ones that the Wurlitzer company made a bunch of. That machine has a complete drum kit and glockenspiel and hundreds and hundreds of pipes."

Since the instruments are not easily portable, Linnell had to record on location, which presented difficulties. "Even though I still have a great affection for band organs, and I love including them on my record," he says, "I have to say that it was officially more trouble than it was worth."

Linnell is aware that not all Americans live in one of the 50 states, but as he pursues the "State Songs" project he's not sure what he's going to do about it. "For a time, I considered the problem of not just D.C. but Puerto Rico and the Virgin Islands," he says. "But I pretty much have put the whole thing out of my mind. I'm just trying to forget about it."

THEY MIGHT BE GIANTS -- Appearing Friday and Saturday at the 9:30 club.

* To hear a free Sound Bite from "Long Tall Weekend," call Post-Haste at 202/334-9000 and press 8112. (Prince William residents, call 690-4110.)