Mary-Kate Olsen's Night Out
01/26/2008 AT 12:00 PM EST
"They came to see the band," and were followed by a gang of paparazzi, according to one source. "They were following them," says an onlooker."It was crazy."
Hanging out with her sister Ashley and a male companion, Mary-Kate enjoyed the live band and "they all had martinis," says a source, adding, "They did not stay long. They were killing time before a party down the street." According to New York's Daily News, the soirée was down the street at Sweet Paradise.
On Friday, Olsen spoke out for the first time, calling Ledger's death "tragic."
Ledger, 28, and Olsen, 21, first met in the summer of 2006 and "were casually dating," according to a source.