I guess the conservative advice is that you should initially have an X ray and/or a professional assessment but if you are satisfied that there is no fracture or have been advised as such I would say stay off it is as much as possible if you are still limping.
I have found compression and elevation the most important things to do immediately after an ankle sprain.
Until the injury settles I would avoid weight bearing as much as possible and take anti inflammatories. Limping to a concert is probably not going to help it but you will need to weigh up how much damage you feel you might do.
I believe that there is a previous thread about a "joint distraction" technique using stretchbands which supposedly speeds up recovery time but I have no personal experience.