The basic story with the band is that it's made up of a family. Basilio Fernando Ferreira and his brother Gabriel
had a band called Palmerston that were somewhat successful in the US a few years ago. Meanwhile their sister Bela had her own thing going on (including this awesome cover of Guns n Roses Don't Cry http://www.youtube.com/watch?v=4kf7ZQAAhaU&feature=plcp )
Anyway... they had some personnel changes and difficulties with their own projects so they decided to merge it all into one thing and call it Menage (dictionary definition of Menage is "members of a household")...
For more information visit the band's website at www.menagetheband.com.