Hi:
I can't help you much with the digital aspect, as I joined this form to learn about digital, just ordering y first digital camera yesterday(Kodak Z7590) but I can provide advise on the general photography aspect
Using an internal flash(as in internal digital camera) are useless ater 20-25 feet. That's why you see the pros with the big handle mount flash units on their 35mm and larer formatcameras, and I good one costs more than a few hudred dollards.
Saying that, this is what you must do for concert photos, assuming your at a distance exceeding 30 feet or so.
Shoot at the largest apeture setting possible(largest opening.)
Fine focus on the main subject as the depth of field is critical.
Lets say for example you at a concert and their are five band members on stage. You are the same distance from all of them, fine focus and shoot. All members should be in sharp focus.
The next concert you are showed off to the side ata30 degree angle. The closest band members is 15 feet away, the furthest 30 feet away. Whomever your fine focus on will be a sharp image, the others out of focus according to distance(depth of field)

So it a mixed bag, you require more light? You'll loose it on the depth of field. But just a little prepareness and forethought will get you through it.
For example, when photgraphing a weeding, I always attended the rehearsal if the weeding was to be in a new setting. That way at time of the "main event", I knew what I needed,lenses,lighting etc. without fumbling etc. and it can make you lok like you know what your doing.;)