Initially, the band performed mostly soundtracks from Quentin Tarantino's movies. In 1999, they adopted their current name, Cactus Jack. The band chose their name after the UK and Australia release name of the 1979 film The Villain. In February 2002, the band released their debut live/cover album DisCover, which featured cover of songs by various rock artists. During 2002, they toured with Riblja Čorba as the opening band. In 2003, they released EP Grad (The City) which featured three songs, "Grad", "Godine za plakanje" and "Nekada", and a video for the song "Nekada". In May 2003, they released the double live album, Deep Purple Tribute. The band's new member, Zoran Samuilov, played the keyboards, while Vlada Džet, Vicko Milatović, and Vladan Vučković appeared on the album as guest Musicians. On December 7, 2003, they performed as an opening band on Deep Purple concert in Belgrade. In 2004, they released their first full-length studio album Natur all. In October 2005, the band released Mainscream, on which they incorporated power pop elements into their hard rock sound.