It's a gothic rock tune with powerful electric guitar (very The Cult style).
Part of its lyrics are:

"You say
So Long
They say
No way
No way..."

Any help?

Longshot here, lyrics not the same but this came to mind...

http://www.youtube.com/watch?v=-o-6ftmw8CE

Do you have anything else for the song? Dominion by Sisters of Mercy was not it. I listened to it and I found nothing. Let me know kofrederick@gmail.com

Not exactly the same but sounds similar to "This World" by Clan of Xymox (who sound like Sisters of Mercy)

Here's the lyrics:

They say "trust on us"
They say "our time will come"
And "your dreams will come alive"
One day, we will find
No way to cross this line
It's where our worlds collide
This world is not made for you and I
It's build on blood and a million lies
Some say "we don't fit in"
"We're lost in another world"
Their truth will never hold
'Cause, one's heart is one's soul
We're living, day by day
Let them wither, till they're old and grey
This world is not made for you and I
It's build on blood and a million lies
I was blind, but now I see
We are destined for misery
If you're lost, you won't be found
There is no guiding hand of destiny
This world is not made for you and I
It's build on blood and a million lies
They paint the fabric of our lives, down and out
With nowhere to hide
What you miss, what you need, what you lack is a peace of mind, our worlds collide