Don't make the mistake that every compact digital camera owner makes, turn the flash off. The little flash is only good for 10-15 feet, regardless of the zoom factor of the camera.
With the flash forced off, the camera will automatically turn the ISO up so you have a chance to get a concert shot. Remember to be as still as possible.
Even better, after forcing the flash to the off position, set the ISO manually. Try 400 at the concert, check the pics for blur. If they are fine, leave it there. If there's a slight softness/blur, try 800, and repeat.
Use the lowest ISO that freezes the action because noise gets bad at 800 and beyond with compact cameras.
And finally, practice at home before you go. Try taking indoor shots without the flash, learn how to turn the flash off and change the ISO manually, learn it by heart so you aren't lost at the show.