In reply to:

a friend of mine's band
a friend's of mine band

The first one (though it sounds ugly, and is best re-worded if you're writing).

It's the same if you talk of your mother-in-law's house (for instance), though in the above, you don't have the hyphenation to help you.
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Toby Speight
030103016 (80GB Mk2a, blue)
030102806 (0GB Mk2a, blue)