On Walking On Locusts, his first nonorchestral, nonconceptual solo effort in more than a decade, Velvet Underground cofounder John Cale nicely merges his baroque melodic consciousness with his still-sharp pop instincts. And, while melancholy numbers like ''Set Me Free,'' ''So Much for Love,'' and ''Secret Corrida'' may lack the edgy undercurrent of Cale's brilliant '70s work, their hauntingly bittersweet ambiance more than compensates. A-


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