Saw this game on another board, thought I'd post it here.
Basically, go to Wikipedia, click on 'Random Article' and whichever article comes up that is your band name, then click on random article another five times, which will be your band's five songs.
So mine is:
Band name: Hoisington
1. The Rule of Congregation
2. ADAMTS13
3. Saint-Pierre-le-Vieux, Vendée
4. West Lancashire Yacht Club
5. McEneaney Field
You go