This song was written by Trent to express his problems with his record company, as well as the other 6 core songs on "Broken". Although it does seem to imply certain undertones about capitalism in general, as seen by this interpretation:
"Don't open your eyes, you wont like what you see"
referring to many USAmericans ignorance of the immense poverty in the world and the high poverty rate in the USA
"the devils of truth steal the souls of the free"
this could be referring to how many people believe that capitalism grants economic freedom
"slave screams...he spends his life learning conformity
slave screams...he claims he has his own identity"
this could be saying that many people under capitalist nations must conform to the estent that they usually have to support a company to survive and that they also feel that capitalism grants more individuality
The meaning of "March of the Pigs" backs this arguement up immensely, although Trent Reznor must spend a lot of money on his instruments..