First report I found - here

Steve McNair was apparently shot in the head.  I've heard things ranging from it was Steve and his girlfriend that were killed... supposedly by another mistress.  Sounds like a wicked triangle that ended up going wrong.  I can't confirm or deny any of this at this point.. 

From what I hear it occurred in downtown Nashville today. 

What terrible news to hear on this 4th of July.  Even though he left for Baltimore at the end of his career, Steve was well loved in Nashville.  He was the face of the Titans franchise for years.

Regardless of his issues, it is a terrible loss.