Seriously, where's the perspective? I don't allow my daughter to watch video programs - she sees enough on the Disney Channel to sate her appetite. And as for a concert, well, maybe when she's actually expressed an interest in attending I'll take her along to a concert appropriate for her age - after doing some research first. There's no excuse for ignorance. Googling Lady Gaga would come up with some pretty disturbing stuff in the first page I'd imagine. Have you seen her latest video? I have, and while I thought it was pretty amazing there's no way in hell I'd allow my child to glance in its direction.
Let 'em be kids. It's not for long. Sure they'll want to grow up and push boundaries, but that's where we as parents step in and judge what's appropriate. I'm fussy, before my daughter sees a film I google some reviews, preferably ones that'll let me know exactly what type of inuendo or language will be featured so I know what I'm prepared to explain - and what I think needs to wait till later.
Some stuff may go right over their head - or could sit in there bothering them quietly. I'd prefer to stick with age-appropriate music, films and activities and let my gal grow up at her own pace - not thanks to what I think is cool. We're her parents, not her best friends.