That's a fancy Em C G D progression, a very common progression in recent Maiden songs. It's just out of the E minor scale - nothing fancy. (No, the fancy scales do not work here.)

Edit: When I say the "fancy scales" don't work in this case, I mean that you don't play E Phrygian (for example) over the riff. If you play an F note and it sounds good, however, you've just found yourself a nice chromatic tone. (Accidental refers to a notation device in sheet music, not the note itself, though the difference is evidently trivial in the guitar world.) I can elaborate on this if asked.
Last edited by bangoodcharlote at Sep 15, 2009,
Sue is correct. Although don't forget - scales are not restricting. Yes, this is an Em progression where you would use Em. But you can use accidentals too. You don't have to use ONLY the notes in the scale, you can play with outside notes too.
As the above posters mentioned it's in E minor.

commonly used scales for such a progression...

E natural minor
E minor pentatonic
E minor blues
shred is gaudy music