After the disbandment of the group, Moon stayed on in S.M. Entertainment with Kangta, who was also part of H.O.T., and debuted as a solo artist. Moon attempted to establish a rock music career with his first album, Alone, but received criticism from the public. His second album, Messiah, was tinted with controversy as one of the songs, Media, was banned from all 3 major broadcasting stations in South Korea, for attacking mass media. After the release of his third album, Legend, in 2003, Moon released The Best: Soaring for a Dream, his last album under S.M. Entertainment and created his own company, PS Entertainment. After Moon released his fourth album, Triple X, he enlisted in the army in 2005.