What settings are you using, you want the ISO as high as practical (this will add noise but better than blur), the aperture should be open as far as possible and you want a shutter speed of at least 1/100 (higher if you're zoomed in). You don't want to let the camera make the decisions as it will want to use flash which is of no use to you, concert photography is a very specialized area and really needs specialist kit.
BTW the blur isn't down to the on stage lighting or rather it is the camera selecting too long a shutter speed because of the low light available.