it depends on what a person thinks, I don't believe in Satan jin win etc, they are mere delusions, just as many people have God/Gods they have satan, as long as they don't interfere in people's lives i don't have any problem with any satanists , Some of them systematically insult religion & the violence & misery it has caused...
http://www.youtube.com/watch?v=raerE_zUfCA
then there are people who talk about the 'dark mentality' like that song 'fateless by R o t t i n g Christ'
& then of course there are people who depict the dark side of life with those Anti Human ideologies(Depressive Black Metal & Depressive Suicidal Black Metal)
Don't listen to 'em they are haram & they can dent your faith lol
PS: Nothing happens though there are people who had mental problems & were seriously delusional (e.g. there was a vocalist who had a mental problem in which a person is deluded to believe that he/she is dead, I forgot his name sorry) But nothing happens its another case that if u ended up with DSBM band then you are going to have some problems