Yngwie Malmsteen's approach to solo using the Natural minor. I did a little analyzis of the track Brothers from the Yngwie album Seventh sign, it's an instrumental if you don't already know it.

It's Not a note for note solo but more a video showing you what Yngwie does in this situation to get the sound he has, whats awesome about  that is that you don't learn he's licks but more how to develop your own way of playing Neo Classical Shred guitar. Remember to click the  lick under the video if you want the free backing track