What Canadian electronic rock band formed in London, Ontario released a DVD directed by Dan Ouellette?
Blue (video): Blue is the first DVD by Canadian electronic rock band, The Birthday Massacre. Blue (video):  The title video was directed by Dan Ouellette, who later directed the band's Looking Glass video and has directed and/or done production work for videos by (among others) David Bowie and Android Lust. The Birthday Massacre: The Birthday Massacre (abbreviated TBM) is a Canadian band, formed in 1999 in London, Ontario, and currently based in Toronto, Ontario.
The Birthday Massacre