One of the things you fall into when you try to be a cover band is people expect to hear the music be exactly replicated as if htey were watching metallica (or whoever) play it themselves... I've always avoided this situation by always mixing in my own songs... and always trying to change the arrangements of covers as much as possible.... When it comes to Metallica however... you can't change it at all really... and then when you try to cover it everyone wants to hear it exactly how it sounds on the recordings.... which is easier said than done... So tell them to chill out... they sound like the douche bags from that movie "Rockstar" who are covering Steel Dragon... or whatever band that is... Sometimes you just hve to own the song and make it your own... I suggest branching away from strictly covers though.... because you're going to hear a lot of comments like that otherwise.

An addition... funny story...
I was playing a cover of John Cash - Folsom Prison Blues... and I change the arrangement to more of a John Mayer type tap progression where I tap the strings to make the drum beat kind of while I play the song..... Well the crowd loved it except for one guy that was booing... the very next song I played one of MY OWN songs... which is reletively the same style.... The guy came up to me and said I butchered both the Johnny Cash songs I played and I was confused because I only played the one.... turns out the guy must not have known too much Johnny Cash......

Let the comments roll off your back... but don't shut your self off to constructive criticism.