I think it's a form of Tourette's syndrome which makes the afflicted person call out the name of the one song or tune they've heard of featuring a particular instrument you happen to have (or one slightly resembling it, banjo, ukulele, mandolin, it's all the same)

One approach that's worked for me was to explain that it's very thirsty work playing that particular song, I'm drinking bitter and.. where did he go? (not to the bar, that's for sure)

There's a great song by the Sensitive New Age Cowpersons which has a chorus made out of lines from all the songs people always request.