What SLR Camera settings should I use for shooting a band?

I recently got an SLR, specifically a Nikon D3100 and I've been testing different shutter speeds, aperture, etc.based on what I'm shooting. My boyfriend's band is playing soon and he told me he'd like me to take pictures because his band liked the ones I took on my iPhone. I was wondering what settings and mode should I put my camera in inorder to get good shots of moving subjects in a dimly lit space. I don't want to use flash if that's possible. So if there's a way to take pictures of moving subjects (punk band, four members) in a dimly lit location without flash can someone help me out?

Dimly lit is difficult at best and I can't tell you the settings because I'm not in that light.

But, start with a wide open shutter at 1/200 and see what you get. The 1/200 should help with blur.
You may end up using flash to get anything if the stage light isn't very good. Obviously the more light you have the better the results.

In low light and moving subject situations you have to weight the pros and cons of high shutter speeds and a sufficient f/stop to have depth of field through out the entire scene PLUS the ISO sensitivity. And how big an enlargement do you ultimately plan on making. All these factors enter into your decision and not being their with you we can't give you specifics especially without knowing the light level available.

Just off the cuff I would start at about an ISO of 400. And set the camera for f/stop priority if depth of scene(field) is important to your getting the shot. Otherwise I would use shutter priority if action stopping was the most important thing.

Not once have you said you have read the instruction manual.
You start there not here.