Mindless Self Indulgence (often identified using the abbreviation MSI) is an American electropunk band formed in New York City in 1997.Their music has a mixed style which includes punk rock, alternative rock, electronica, techno, industrial, hip hop, and breakbeat hardcore.uringer released an album titled Mindless Self-Indulgence, which featured songs in a very industrial style akin to Nine Inch Nails. The first concert using the name Mindless Self Indulgence was performed on September 7, 1995.