Okay, I came up with this around '96 or so, which I'll note is BEFORE The Matrix came out, so I didn't rip off the video's climax from an early scene in that movie.  Anyhoo...

At the beginning of the song, you see a guy in a downtown highrise office leaving work for the weekend.  He drives out to the country and meets up with some redneck, militia types.  As the first verse ends with Bruce repeating, "Look at you now...  Just look at you now..."  This wimpy guy's putting on a camo jacket, hoisting an assault rifle and feeling pretty badass among these guys.

"You're not so brave, the way you behave..."
One of the guys suddenly socks him on the shoulder or something, just playing and he almost goes down.

"Maybe someone will die...  Someone will die..."
Over a campfire and dinner, the militiamen are talking and our anti-hero is looking scared.  The guys laugh, so does Asst. VP Wimpy, uneasily.  Are they really serious?

"Just wanting to belong...  To belong.  Just wanting to belong..."
The guys are talking the next day, laughing, our hero is trying to fit in but he just can't.

At the beginning of what passes for a guitar solo in this song, the militiamen drive their truck down a hill and onto a road just in time to block off an older station wagon being driven by a woman with three kids.  They get out and run into a field, the guys could have caught them but of course Mr. Wimpy fucks it up, and during the solo you see, from a distance the militiamen chasing the family across the fallow corn field through the morning fog. (If done right, this could look really cool.  It's a pretty simplistic solo, but perfect music for this chase IMO.)

The family gets back to their house, the militiamen kick in the door and gesture to our "hero."  They're laying on the floor in terror, he aims his AK-47 at them, and as Bruce sings "Some of the things that you've done you feel so ashamed..." On "ashamed" you see the blood and brains splatter on Mr. Wimpy's face, and the militiamen around look pleasantly shocked (a "Whoa, kickass!" look on their faces).

During this scene you also see the guy at his office, flashing back and forth between that and the murder out in the sticks; he's looking at a file, but his mind is obviously on the other scene you're watching.  The scenes from the murder stop when Bruce sings "Whutch ya gonna do, Monday?  On Monday...  Whutha ya gonna do on Monday?"

At the instant the chorus kicks in for the last time, you see the guy looking into the outer office at two Feds, a black man in his mid 30s and a younger woman agent, flashing their credentials to the secretary who immediately points to our "hero"'s office.  The agents walk in, only to see the window open.  The man frantically gets out a cell phone as the woman climbs out onto the ledge, to see Mr. Wimpy the murderer sitting there.  She says something, holds out her hand, and as the song fades you see him looking down at the street and at the agent, making his decicion...  And it ends.  What did he do?  You decide... :)