The Apogee/3D Realms Site has word of an announcement on Megadeth's Official Site that the band has recorded the theme for Duke Nukem Forever:

The band has recorded the theme song for a future Duke Nukem video game. Further details have not yet been released, as is the case regarding with details on A Tout Le Monde II. More to come as it's released...

The Apogee Site goes on to confirm this, saying:

We've been working with Megadeth (and GT) to record the opening theme song for Duke Nukem Forever. So far, things kick ass, and they are going to record another version of the song soon. We'll release more info later regarding the song, but rest assured it will be cool.