Daniel,
Just a year ago I was in the same boat as you, I was recommended by a friend to a band in need of some up to date shots for their website etc. They were broke and I was free - a match made in heaven!
I had a Canon 1000d an no flash so took them outside into graffiti strewn wastelands and just shot til my card was full! It really helps if you find anyone in the band who is an extrovert, get him on your side by encouraging him and the rest will follow. They will usually be a bit shy so don't hesitate in telling them that what they are doing is perfect and it will bring them out of their shell.
Timing is important too. I always arrive early and start firing off shots immediately, even if all the band aren't there - take photo's of their instruments - they'll appreciate it. Photographing early helps with assessing the light levels, white balance etc and gets you into the groove with the band before you start shooting properly.
A shameless plug but have a look at some of my band photo's on
www.myspace.com/stevenchristiephotography
All of the photographs outside were taken without flash (or a bit of fill with the little pop-up), only the ones indoors were taken with some strobes (again, cheap 3rd party stuff using triggers bought on ebay for a fiver).
By the way, it's great fun but quite challenging. You will be your hardest critic - the band will love most of the images immediately.
Good luck, let's see the fruits of your labour when you're done.
