Lynn,
As long as the band is OK with it, just don't say anything to the crowd. You really don't HAVE to tell them, do you? They'll be puzzled at first, especially if you dress androgenously (if you haven't been already) and then, IF they figure it out they'll very possibly be impressed. You can make being transgendered part of your band's image, perhaps.
And if it doesn't work out, you'll still be fine and quite possibly find a better place or band to play in. Ya neva know!
Either way, Good Luck!
helen