Hey, Come On! was Shinhwa's fourth album and it debuted at #3. As with the past albums, Hey, Come On! was well received by the fans and the title track climbed up the chart rapidly. The album's release coincided with the rise of the Korean Wave, spreading the group's popularity overseas. Hey, Come On! spent approximately 28 weeks on the MIAK Chart before it dropped.
For their music video, Hey, Come On!, Shinhwa can be seen dancing in a white room. The choreography consists of heavy leg movement as well as members (mostly Jun Jin) jumping around. The music video concentrated heavily on Jun Jin and Lee Min Woo the most and even feature the two twisting their body in the air as they jump (see picture right). Towards the end of the music video, we can see Minwoo running towards a wall and jumping off of it, causing the "wall" to open suggesting that perhaps the members were in space, and dancing inside of a white rocket, though this is unclear. The music video ended with Minwoo running as the rocket was lit on fire behind him, causing him to jump into the air and land back on his feet.
Although Hey, Come On! was well received, it garnered much controversy at the time. Andy Lee didn't participate in their 4th album and it was rumored that he had tried to commit suicide. However, it was revealed later that he had only left the group to be with his Mother, who was critically ill in the United States. Another controversy that arose was when Taiwaneseboy bandEnergy covered Shinhwa's song, Hey, Come On!, calling it Come On!, causing Shinhwa fans to dislike Energy. Later, the Taiwanese group 5566 also covered Shinhwa's "Dark".