Mike,
Going to concerts in Zach's Bay at Jones Beach is perhaps one of my favorite things to do. The trickiest part of the whole thing is entering Zach's. There is quite a bit of shoaling at the entrance and you need to be very careful. My advice is to get a satelite photo of zach's via google earth. This will show you exactly where the water is. Upon first enetering the Bay, you will see a pilling in the middle of the channel. Stay equi-distant between that pilling and the right (northwest) shore. Stay in this poition mostly through the channel. Once you're nearing the final 1/4 of the channel turn slightly southeast. You're in teh clear now. I've done this at both high and low tide and have not seen less than 4-5 feet of water at low.
As for the concert, there is a submerged fence a few hundred yards from the amphitheatere. You will see a row of pillings running north-ish. Get as close to those as possible and drop your anchor. If the wind is favorable go ahead and tie to one of the pillings, just make sure you won't get blown toward the fence. You will alwayd hear the music, but if the wind is blowing correctly, it's quite loud. Lastly, make sure to bring plenty of beer and a portable grill. This is some of my favorite times out on the water. I'm at most concerts, so feel free to hail, "seasaw" on the radio.
If you have any more questions, feel free to email me at playdatfunkytuba(at)aol.com
-Dan