I am about to get into recording metal shows myself, you need:
-A MiniDisc recorder / DAT recorder
-Microphones (binaural or cardoid)
-A Battery Module *
* this is optional, but it supplies more power to your microphones, thus creating a better sound recording. It is somewhat necessary for loud concerts, otherwise you'll get a little bit more distortion. If you ever get the chance to talk to Dead6skin6mask6 on this site, he records concerts and does not use a battery module, but his recordings are still very decent sounding, but with a battery module, that would do wonders!