When searching for the video on YouTube I came across a similarly named band called Horse The Band. Here's a cover they did of the Teenage Mutant Hero Turtles:
For some reason, someone uploaded another song of theirs ("Anti-Pizza") to footage from the TMNT movies. The video had the following description which I found hilarious:
A music video, a work of art, a retrospect, a documentary, and an epic adventure of a life time. SATAN!