I want to go to a concert with another girl
Why do you want to go with her?  Aren't you already in a relationship?
I don't want to go alone. I hate paying for myself.
You should not try to cheat with your partner. You shouldn't go with someone that your partner would be upset about.
No. I'm not cheating when she doesn't even know that I'm going with someone else.
It is the act of keeping these acts secret that makes them cheating, so I have to disagree with you there.  If your girlfriend really wouldn't like this concert, and the other girl is just a friend, then I suggest asking your girlfriend if she's okay with it.  Otherwise, just go with someone else.