An all-girl sort of band (5)
I believe the answer is:
alice
'band' is the definition.
(I've seen this before)
'an all-girl sort' is the wordplay.
'an' becomes 'a'.
'all girl sort' becomes 'lice' (I can't explain this - if you can you should give a lot more credence to this answer).
'a'+'lice'='ALICE'
'of' is the link.
Can you help me to learn more?
(Other definitions for alice that I've seen before include "Adventurous girl created by Lewis Carroll" , "Carroll heroine" , "She fell down a rabbit hole into a fantasy world" , "Wonderland girl; --- B. Toklas" , "Carrol's heroine" .)