First, the Bible teaches that we should not be unequally yoked with unbelievers (2 Corinthians 6:14). This means that we should not enter into close partnerships or alliances with people who do not share our faith. However, this does not necessarily mean that we cannot have any contact with unbelievers. In fact, the Bible encourages us to share the gospel with them (Matthew 28:19-20).
Second, the Bible teaches that we should use our gifts and talents to glorify God (1 Corinthians 10:31). This means that we should use our music to praise God and to spread the gospel. If we are in a band with non-Christian members, we should make sure that the music we play is consistent with our Christian beliefs and that we use our music to share the gospel.
Ultimately, the decision of whether or not to be in a band with non-Christian members is a personal one. However, it is important to prayerfully consider the principles discussed above before making a decision.