As Giles said, a flash is not going to do much unless you are close, and can be used for fill on the foreground while still capturing the lights. Also despite was said, you do not need to use a flash for a concert - there are many variables that go into determining how and when to use a flash at a concert - lighting conditions and the effect you are trying to achieve in the photo.
ALot depends on where you are shotting - clubs or major venues. The major venue shows usuallly have extensive lighting and comes down to two situations practically - (a) you are close enough where the flash will make a difference (and it will not be a great distance at all depending on your strobe talking maybe 10-15 feet, practically at most) or (b) it is just to far for the strobe.
That being said, IMHO, in the former case (the flash making a difference) the strobe should be used as little as possible, enough to use as fill. Too often (more so in club shots) the strobe is too powerful and brings out too much detail of the stage - basiclly you lose the ambience off the live setting and it looks like it could have been shot in a rehearsel in someones basement. (More so in slightly wider shots as oppossed to a close up of a performer) In the later case you will have to shoot ambient light, which is fine.
For ambient/available light (even if you are close enough to the stage to uwith the ISO and the shutter speed. Anything less than 1/100-1/125 and there is a good chance of blurring - not much with keyboard players, but singers running around the stage.
Of course with higher ISOs you will get some noise also, but it is a tradeoff. In general a good starting place is f/3.5 and shutter of 1/100 if you have the ISO for it (FWIW a 400 ISO is higher than a 200 ISO)
As to the best way to use the setup, practice practice and more practice to see how it handles
You made me go back and dig something up that I had started working on MANY moons ago, but you may want to give a quick look here to get a handle on some of the basics (and now I have the impetus to go back and work on it
)
http://www.divefile.com/photointro/