"Shane and I were like 'let's do it'."
Strange, who will be on guitar, said Wall would be lead singer and Williams on backing vocals. Reti is on drums.
So far they have had one rehearsal, not at Parliament but at a practice space at the top of arty Cuba St.
"We're taking this really seriously. I think we're going to do okay, it's going to be like a serious band. People are going to be like 'oh that's pretty good'," Strange said.
The band will do a three-song set, of covers ranging from the 1960s to the 1980s.
Labour MP Willie Jackson has offered to be the band's manager. It's a job he's familiar with, having been the manager of his former wife Moana Maniapoto's band Moana and the Moa Hunters.
The Fourth of July celebration will be Brown's second in New Zealand but the first with his personal stamp on it.
"It's going to be a different type of Fourth of July. Not the usual 'I give a speech, someone else gives a speech and say hello to each other,' Brown said.
"It's going to be loud and raucous and fun."
The ambassador would neither confirm nor deny that he might perform at the event.
Brown said he took up the guitar a few years ago so he and his daughter had something else they could do together.
Strange has been playing guitar since he was a teenager and has written around 40 songs.
Reti is also a versatile musician and can play a range of instruments.
But they are not the only musically inclined MPs in Parliament.
National MP Paul Goldsmith is an accomplished pianist and National leader Simon Bridges plays the drums.