The place burnt down when the pyrotechnics stuffed up. At least 39 people dead so far. CNN reports that at least one of the band members may not have made it out.
http://www.cnn.com/2003/US/Northeast/02/21/deadly.nightclub.fire/index.html
http://www.cnn.com/2003/US/Northeast/02/21/deadly.nightclub.fire/index.html