Are you just using the Wolfram|Alpha website?
If you're just using the Wolfram|Alpha website, then the short answer is that there isn't a way to do what you're describing. Wolfram|Alpha can do many things, but it can't play rock music by certain bands. It won't recognize what the query means. Take a look at the example page for music to see what kinds of queries Wolfram|Alpha can return information for: http://www.wolframalpha.com/examples/Music.html
If you're writing a program which needs to undesrtand that "Rock" in this instance is a a musical genre rather than as a natural feature , then what you're basically describing is called Named Entity Recognition.