going to a concert is not going to harm your baby, if anything it will hurt your ears, the baby is nestled deep inside your womb safe and sound, if anything he/she will be in there rockin out! :)
LOL, GA! Yeah, first time for everything. I'd rather be safe than sorry, that's why I suggested a pillow. This is what a lot of pregnant women I know, myself included, did when we had concerts. Some babies will startle and others will be lulled to sleep by music. You can go to the concert but use your own discretion.
I am 29 weeks and I just went to the American Idol concert this past tuesday. The baby didnt make any crazy movements or anything. I had a dr. app the next day and everything with her was fine!!!!!
I have to disagree with Joy here. (first time for everything) I spent a lot of time at band practices (in small basements), battle of the bands and concerts during my pregnancy with my first. She hears just fine (expect for typical teenage select listening) and has a love for music. Things in the womb are muffled and aren't as loud inside as they are out. It should be fine so long as you aren't standing right in front of the speakers.
Your baby can hear at this point and it might damage their still developing little ears. If you do go, take a big pillow (I know you'll probably feel like you look stupid) and wrap it around your stomach. This will help buffer the noise. Also, stay in the way back, away from speakers!