My advice would be, just be discrete about it....or wait until you see the majority of the crowd toking and see the response from security if any. I've honestly gotten away with smoking at concerts simply by blending in with the crowd.
I'd get it in by taking it pre-rolled in my shoe...(they usually only pat you down at the door to make sure u don't have any weapons) then when the time is right I'd go the bathroom and take it out and put into my pocket on stand-by.

By all means use your instincts, if the timing doesn't seem right, i'd hold off...and if u choose to smoke, i'd try to smoke it all while your there, and not leave with any on the way out.