[quote name='Myke' timestamp='1361299094' post='1984180']
How do you know it's a guy? In this situation 'Their' is correct
[/quote]
I was not intending to correct your usage, which I took to have a clear meaning.
I understood 'their', being plural in form, to refer to the rest of the band and that you were making a joke about the rest of the band also having a preferred key. Hence my rubbish joke about correcting it to 'his' preferred key.
I did sexistly assume it was a male so, in this case, 'his or her' would be correct usage and 'their' is incorrect through ambiguity.