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From Wikipedia

Dødheimsgard (also known as DHG) is a Norwegian extreme metal band formed in 1994. Dødheimsgard originally played black metal, but 1999's 666 International saw them change their style into experimental and avant-garde/industrial metal. In 2000, they shortened their name to DHG.

Their name,"Dødheimsgard" is a contraction of three words: Død which means 'death', heim which means 'home' and gard which means (at least in this context) 'realm'. A natural translation into English would be "Realm of Death".