The Velvet Underground were iconoclasts unwilling to turn their backs on the past. The spry, jangly “We're Gonna Have a Real Good Time Together” is a reminder that beneath the feedback, they often played surprisingly straight-ahead rock ‘n' roll. So is “That's the Story of My Life,” an understated ballad filigreed with blues guitar, while Nico's “Chelsea Girls” taps an even more traditional strain of string-infused folk.