I'll leave it to the experts to help you out with theory and stuff. I just wanted to point (just in case you hadn't realised) that Guns'N Roses play with their instruments detuned a semi tone. So if you are trying to play over their version of Knockin on heavens door (actually in Gb) with any scale in G then it won't sound right. Try using Gb pentatonic or Gb major- (or tune your guitar to Eb, Ab, Db etc..) - and see how that sounds. If you don't know what the pentatonic scale is or G major then there are some excellent tricks posted on this site on it (pentatonic is the blues scale with the blues note removed).

Hope that helps.
AndyP