First off, before you get excited about shooting, do you have a photo pass for this event?
Celebrity charity concert/event screams of controlled media. Not just any GWC can go in and take pictures. You'll probably need to work out access with either a publication or with the event to get credentials. You should contact the event people and ask if you can even bring your camera. It's one thing to bring in a dinky P&S that you can fit in your back pocket. An SLR with a 70-200mm lens (which is what I'd likely be taking based on what you said the venue is) might draw some scrutiny at the door. Make sure you're clear to walk in with a gripped SLR and a fast telephoto.
As far as a monopod or tripod, I'd say neither. You probably won't be allowed to bring it into the venue in the first place.
In terms of being worried about being robbed, I have no idea, but it's always good to keep your guard up, be aware of surroundings, etc.