I'm guessing your camera has the "kit" lens (around 18-55mm)?
You will probably need to splash out on a lens that can handle low light better and has built in image stabilisation and also has a reasonable big maximum aperture.
In my experience, flash is usually not good for bands, it kills the colour of the stage lighting. In low light your shutter speeds are going to be as low as you can go without getting motion blur, especially with longer focal lengths.
For now ss Ninefingers said, use high ISO settings.