@blake in this context it means exposure compensation. 0 is normally exposed, positive values (+1,+2, etc) are overexposed and negative are underexposed.

@Blake If it's steady then just work it out in manual mode. It will be the most reliable way once you get the hang of it.

@Blake you just need to learn how the camera and it's settings work. Concert photography isn't very good with the auto/default settings; you really need to dive in and either go full manual or start using more advanced features.

Perhaps you could link to an example of what you're talking about?

I've seen 2TB hard drives go for about $80 these days and that would last you a long time. If it's the case of SD card, those are also pretty cheap these days; $15 would probably get you a 32GB card which should get you over 1000 pictures. I don't know what computer you're using, but it'd have to be pretty old and probably needing replaced anyway (Adobe just announced that PS will work on chromebooks which are some of the cheapest/weakest computers around).

RAW files can capture a wider range of information than can be displayed in a JPEG file. If you capture in RAW then you can specify later that certain highlight information should be made darker. Depending on the camera model you may have this option in the form of picture styles, but I think it'd be hard to setup and use effectively. Shoot in RAW (buy a new computer if you have to?) :)

What kind of lighting are you trying to focus in? If it's too bright (like trying to focus on a light bulb), too dark (like night time), or not enough detail to lock onto (a blank wall, for example, then it will do this even if the camera is in perfect working order.

I would like to add that moving closer, all other things being the same, and focusing on the same object, will yield a more shallow depth of field. This can be advantageous in portraits or sports, but disadvantageous when shooting groups of people.