Joined by Savage's then-girlfriend (and later wife) Pollock, the band named themselves after Pedro Delgado, a Spanish former professional road bicycle racer who won the 1988 Tour de France.

Their first commercial release came with the inclusion of their track "Liquidation Girl" on the compilation album Skookum Chief Powered Teenage Zit Rock Angst by Nardwuar.

The single caught the attention of BBC Radio 1 disc jockey (DJ) John Peel,[1] and the band quickly became one of his favourites, going on to record seven sessions for his show.

[3] The band's close relationship with Peel continued, with "Pull the Wires from the Wall" voted to number one in the Festive Fifty (it would also make the all time chart made in 2000).

The band announced they were splitting up in April 2005 due to the departure of Henderson who found it difficult "to pour so much of my energy and time into something that never quite seemed to get the attention or respect [he] felt it deserved."

[5] Since the band's separation, the track "I Fought the Angels" from Universal Audio has been used in the fourth episode in the second season of the Golden Globe Award-winning medical drama Grey's Anatomy in 2006, and in the opening scene in the series premiere of BBC Three's Lip Service in 2010.