It depends on how 'low' the light is, but essentially you need to set a higher 'iso' value on the camera as the light gets lower. This applies EVEN with faster larger aperture lenses, it's just that a larger aperture lens transmits more light. As you increase 'iso' so the image quality starts to drop off,...however, assuming you are making prints of reasonable size of viewing your pix on screen, you can go to quite high iso before the image looks bad.
The whole idea of increasing the 'iso' is to get the shutter speed up so that the pic is still sharp,...any speed faster (ie, shorter) than about 1/30 second is good depending on how well you hold/support the camera.
The kit zoom is not a wonderful lens for low light,...it's a general pupose lens to give good results in 'most' situations,...and it does. Here is a shot with kit zoom/NEX3 in very low evening light at 1600iso,....I always use the kit zoom at f8 on 'A' setting,..ie aperture priority,..shutter speed was fast enough to freeze the image as you can see;
If you want to explore low light work the best way is to get yourself a 50mm f2 lens form virtually ANY 35mm SLR made between 1965 and 1995,..ie a 'manual' lens with aperture ring and manual focus. Buy an adaptor from ebay,..the lens will not cost much and be easy to find. Use the lens at f2, or f2.8 and see how you go,...get better more expensive lenses once you know what this little rig will do.
Well, basically just use Aperture Priority mode, set the aperture to the fastest value (f/3.5-5.6 on your lens) and turn the ISO up as long as it needs to get shutter speeds shorter than 1/30s. If you shoot a rock band, you may want to shoot faster than 1/60, but you can check the pictures right on the camera to see if they're sharp (if not, get faster shutter speeds). On a NEX-5, ISO 1600 looks great, and ISO 3200 is still usable. I wouldn't go to ISO 6400, but that's maybe just me - the "film grain"-like noise don't necessarily disturbs the image.
As for the lens, it depends on the concert if you can go with ISO 3200 at this aperture values. Well, at most concerts the 50mm f/1.8 is going to be better (if you have enough room for the longer focal length), but for normal concert shooting, you're fine with the kit lens. Just underexpose a little bit if necessary, you can easily correct the exposure in your RAW converter.
And good decision to shoot without a flash. I've seen concert pics of friends with big flashes and either big soft boxes and / or a bounced flash, and all of then looked ... well, technically okay, but the whole atmosphere was gone.