You can request any song/band from the following setlists :
- Puppetz Hero 1/2/3/4/5
- Angevil Hero 1/2/3
- Guitar Hero 3/Van Halen/Warriors of Rock
- Carpal Tunnel Hero
- more to come ...

Progression :
- Puppetz Hero IV : http://pastebin.com/d1zY7PST