Rock | MP3 192cbr, 80 MBJohn Zorn is capable of a coarse and brazenly puckered timbre on alto saxophone, and he long ago mastered its use as a sort of serrated blade in musical form. On Friday night at St. Ann’s Warehouse in Brooklyn, the first of two weekend performances there, he practiced this skill for a total of two minutes, maybe three, and the concision was wickedly effective. For the rest of the show, Mr. Zorn sat onstage in a folding chair and conducted his band with basic but emphatic hand gestures. The saxophone sat on the floor beside him, a tantalizing threat.