It's the joke Dave Barry ran into the ground - just about any random word or phrase makes a convincing band name - but it was still entertaining to do it.
I'm thinking Danger Zone probably sounds suspiciously like U2.
Meme instructions follow:
1) Your album cover is the third image on this page. 2) Your band name is the article title at the top of this page. 3) Your album title is the last 4 or 5 words from the last quote on this page. [I've changed the Flickr link to bring up only images licensed under Creative Commons.]
Via Bill Corbett, who is, apparently, starting a cover band called "Burgess."