There is no Church teaching on whether or not a Catholic can attend a Protestant music concert. This means the decision is left to your prudential judgment. As a parent, you know your children best and you know their level of spiritual maturity.
*Parents have the first responsibility for the education of their children in the faith, prayer, and all the virtues. They have the duty to provide as far as possible for the physical and spiritual needs of their children. (Catechism of the Catholic Church * 2252)
Perhaps the following guideline will be helpful when evaluating your decision:
State the problem:
There is a strong evangelistic message at Christian concerts. This message often conflicts with Catholic teaching.
Ask yourself these questions:
• Are my children solidly grounded in their Catholic faith?
• Is there any chance that my children could be drawn to any message that conflicts with Catholic teaching?
Your answers should give you clarity. I will be praying for you.
Proverbs 2:6
For the Lord gives wisdom, and from his mouth come knowledge and understanding.