what is happening is because of the low light the shutter has to stay open longer for the meter to think you are properly exposing the shot. what mode settings are available on your camera? can you manually set the aperture and shutter speed? what about ISO speed? what you want to do is set the aperture to be as open as possible (lowest f-stop possible) and a higher ISO (though if it is too high, the pictures will be grainy or noisy). also, the camera is being fooled by all the black that is typically involved in a concert shot. what the meter is trying to do is expose the picture so that the average of all the colors in your shot is a medium grey. so it think it needs to expose more than it does because of the dark background. so if you can set "exposure compensation", set it to "-1 stop". if you have the ability to select metering mode, set it to spot or center-weighted, instead of matrix or evaluative. this will take the meter reading off the subject directly and less of the black background.
if you can post some of the info on your camera (shooting modes, ISO selectivity, metering modes, maximum aperture of the camera lens), I can help you try to find the best settings.
damon
EDIT: ok, i just looked up the specs on the camera. the max aperture of your lens is f2.8, the max ISO of the camera is ISO 400, and you can set to spot metering. so for the next time you are planning to take concert pics, i would set the camera to "aperture priority" shooting mode, set the aperture to f2.8 and ISO to 400 and the camera to spot metering. then compose your shot with the center of the viewfinder on a portion of the stage that is lit by the stage lights but don't point directly at the lights. also, don't point directly at a black background (you're trying to have the camera's internal meter measure off the part of the scene you want to be properly exposed). based on this method, the camera will select a shutter speed that properly exposes the scene. hopefully, it will choose a shutter speed of 1/30th of a second or faster. at 1/15, you could still get some blur. at 1/60 or 1/120th, you should be fine. try to hold the camera as still as possible and examine the shot. i couldn't find if your camera has built in exposure compensation. if you still get blur, try and set exposure compensation to "-1 stop". hopefully you can still get well exposed shots at these settings.
additionally, you do have a full manual mode. you may try some shots with these settings in manual mode: aperture f2.8, ISO400, shutter speed: 1/60. see how it comes out. too dark, try 1/30 for shutter speed (as the denominator gets smaller, the shutter speed gets longer increasing the chances for blur). it looks like you can set up custom shooting modes in advance. it's probably worthwhile to set a couple of these different settings in advance so you just have to select the custom mode for ease of use during the show. good luck