I can't think of any free day-time street parking near the Millennium Stadium. There are some residential areas just across the river, but most of those, in my experience, have residents' parking schemes. There *is* an NCP multi-storey right next to the stadium, on Westgate Street, but it's not that cheap, and I really wouldn't fancy your chances of getting in and out easily on the day of the concert. Ditto the NCP on Wood Street, which is also very close. If you want to park somewhere that's a bit cheaper than the various multi-storeys in Cardiff, and if you don't mind a short walk, I'd recommend looking for an on-street space near the Museum/City Hall (there are also some side streets that go off from Park Place). You'll need to buy a parking voucher - try the University's Students' Union building on Park Place itself for those. The spaces closer to the shops are a bit more expensive, but if you go just a bit further up, I think that you can find spaces that cost £1 for 5 hours.