With most of the point and shoots avoiding motion blur can be very difficult. Bump up the ISO up if you can on your camera. Wait for the stage lights to be at their brightest. Try manual metering/exposure controls; the built in meters often don't keep up with the changing lights and have difficulty properly metering the high contrast/dynamic range of lights on a stage. Find something to brace against and stabilize the camera. A tripod is ideal but usually not an option for concert shooting. Practice, with digital mistakes cost you almost nothing.