Contest Song was initially released as an mp3 download as part of NPG Music Club Edition # 8. The track, an instrumental, was designed for NPG Music Club members to use to create their own song with lyrics, with the best entries to be offered as downloads by the NPG Music Club. The winning tracks, Where Are Your Dandelions? by Dana D., How Could I Love You More? by Miles Rivers, and No War by The Muse, were released as mp3 downloads as part of NPG Music Club Edition # 10 two months later.
While specific recording dates are not known, basic tracking is believed to have taken place in Summer 2001 at Paisley Park Studios in Chanhassen, Minnesota. Although multiple versions by NPG Music Club members exist, they are not listed here as they do not contain any new input by Prince or the New Power Generation.