Please note that the EU version of Lego Rock Band crashes at the loading screen with a "disc is dirty" error whenever you choose, or the game randomly chooses, the songs Hysteria or Rock n Roll Star.
We believe this is because in the US, those two songs are DLC, whereas in EU/AU, the songs are RB1 export songs. The EU version of LRB didn't have the necessary changes made to it to accomodate this, and as such will give the error, and forces the player to exit to the dashboard. This can be very frustrating if you land these songs during a 15 or 30 song setlist!
So far, the workaround for the 360 version is to:
1. delete the two songs or move them to a memory unit.
2. delete and recreate the DLC song cache.
As I don't own a PS3 I can't give advice there, though I've heard the PS3 version does not allow for individual song deletion.