Let's break down that track into sections, and focus on the main points:

Metallica - Fade To Black
from RIDE THE LIGHTNING

[U]This song is basically set up into 3 section, which are as follows: [/U]

A) Acoustic Arpeggio w/ Guitar Solo
(includes outro transition into next section)

B) Acoustic Arpeggio Rhythm (w/vocals)
Distorted Guitar Riff and Chords
Harmonized Guitar Solo

C) Outro Rhythm Guitar (follows vocal line)
Harmonized Guitar Lines
Guitar Solo (over harmonized guitar lines)

You have three different types of guitar parts: the acoustic guitar parts, the electric guitar parts, and the solos. How I would approach this is by simply taking each part at a time. Make sure you know the acoustic parts from the A and B section. Once you have these down and memorized, and can play these along with the song; move on. Next, I would tackle the electric guitar parts. Same deal, make sure you have these down. Once you have this memorized, than tackle each guitar solo; one at a time. Again, have patience and don't let your excitement get the best of you. This isn't the easiest tune so take your time with it.

Again, itemize the sections and organize them on paper (or computer.) Than, take it piece by piece and have at it. It helps to make it visual to take some of the intimidation away.

Best of luck and hopefully this helps! :D