You can do it illegally. You bought the disc with ONE copy of her concert. That doesn't make you the owner of the video, just the owner of a copy of it. If you read on the box it came it, there is a disclaimer about it being illegal to make copies of the disc. Read the fine print.

If it only cost $20 to have the right to make copies of a movie or concert, then you'd see a lot more bootleg copies of videos out there.