CHICAGO — While the media, celebrities and musicians are descending upon Chicago to catch acts including Lady Gaga at Lollapalooza, tons of screaming girls are also coming to the city, albeit for a different reason: to see the Jonas Brothers, along with their pal Demi Lovato, kick off their latest tour.

And when the guys hit the city on Wednesday, they made a very interesting observation. "We saw the [Lollapalooza] stage yesterday as we were pulling in," Kevin Jonas told MTV News. "I was like, 'No way!' "

So, while the crew is in Chicago, do they have any big plans for their downtime? Little brother Nick explained that while in the city, he'd liked to take in some of the local sights.

"Millennium Park is always a lot of fun. On my tour back in January, I took a trip up there," he said. "Also, just walking the riverfront is amazing. It's such a beautiful city. The fans here are some of the best in the world, I think," Nick said.

And, as Nick so graciously added, Chicago gave the guys one big milestone. "It's where we played our first sold-out arena show," he recalled. "So it's got a very special place in our hearts."

Are you planning to see the Jonas Brothers on tour? Tell us in the comments!