No way to. You just gotta add each different band name as a station and hope you get a different rotation or different bands. I've used Pandora and slacker for a while and now I don't use either because of how bad it really it for hearing what you really want to listen to.
I now just add what ever music to my SD or internal memory and use winamp. Now I listen to the band I type in... lol
That sucks. Pandora needs to add that function, it's a nice feature without having to go on a PC. I was using Pandora a lot on my Ipod Touch, and that was a nice feature to have when you wanted to add variety to a station, so instead of having 100 stations, I could have just 30 or so...and group them in genres/style.