Yes, record in SP or feel regret later. Mics-->battery box-->Line-in. Level 15-20 out of 30 (or just under 2/3 if it's one of those bar-graph displays). Under 15 if it's super-loud. And if the concert is a bass blaster, the mics themselves may overload before the signal gets into the recorder, but it's still worth a try.
The MZ-RH1 (also called the M200) will upload that recording as a file using the accursed SonicStage (4.x, the version you need, is less awful than previous ones). That's as opposed to doing a realtime recording either out of the headphone jack (analog) or through an old deck's digi-out. Only the MZ-RH1/MZ-M200 will do that, as a matter of hardware not software. The trick is to find someone who has one.