Can we be forced to change our band name just because another band has a similar name?

You have not provided enough information to properly answer your question. However, from a general standpoint, if the band has registered its name as a trademark with the US Patent and Trademark Office and they have been using that name longer than you, then there is a good likelihood that they could force you to change your name. If not, then whether or not they could do so would depend not only on the other band having been using their name longer than you, but they would have had to be doing so sufficiently close to where your band plays that people seeing your band's name would have been aware of the other band and have confused your band for theirs. Of course, the above is a simplification of the situation and you should provide sufficient details to a trademark attorney who could then advise you based on the specific circumstances.  However, a preliminary step would be to use the trademark search system of the USPTO to see if the other band has a registered trademark. The search system can be accessed at: http://tmsearch.uspto.gov/bin/gate.exe?f=searchss&state=4801:xwajtv.1.1