Info we got from a thread in the band's forum:
JackofSpades Kazakov (SL username), a friend of Pyro's in the online role-playing game Second Life, has posted that Pyro plays the game as Pyro Electricteeth. He took some screencaps of them in the game together.
Click the thumbnail:


Pyro herself has also posted in the thread, without ever saying that it wasn't true. So unless she points out that Pyro Electricteeth is NOT her, we consider the rumor true.
However, it would be nice to have an official confirmation from a member of the band.

This is cool news though! JackofSpades also said that he might get a software that will allow him to video himself playing with her.