Dave is used to people in the audiance yelling out song titles in hopes that he'll just start to play the request.
Certain circumstances increase the demand from a DMB audiance for a particular tune. On September 8th, 2002 DMB played their last show of the summer tour. "The Last Stop" had not been played on the road since 7/11/99 and it being the literal last stop for the band, the crowd began to chant for the song after Halloween. Dave eventually came out and said that they had been talking about it backstage and were considering bringing it back--but the band did not play the song.
In an opposing situation, on 7/29/02 the crowd had been making a racket for "Two Step" the entire concert. At the end of the show the audiance chanting and stomping was so overwhelming, in a further departure from the setlist the band went ahead and played it.
At Dave and Tim shows, shouting requests for songs can be incredibly annoying for other audiance members and Dave himself. In the following quote from Mr. Matthews at an accoustic evening with Tim Reynolds, he explains that he'll play whatever he wants, and no amount of shouting will influence him.