Why is the shutter speed so slow?

Okay so I have to go take some pictures of my friends band at their show later today. I'm borrowing my teachers Nikon D40. And I noticed that whenever I put the camera on the no flash setting, the shutter speed gets really slow for some reason and the pictures come out blurry. Why is that? Is there anyway I can fix it? I already checked the shutter speed and it was fine. And I tried it on other settings and it was fine but only on the no flash setting, it starts acting weird.

In low light condition that happens. It allows more light to reach the sensor for proper exposure.
Open the aperture to the maximum and opt for higher ISO setting.

There's nothing wrong with the camera that needs fixing, it's simple physics. Light gets lower, shutter speeds get slower as well so you don't get pitch black photos. To help increase your shutter speed without making your photos dark, you can either use a smaller f-stop (larger aperture), or a higher ISO setting.