That's really sad news, as Dimebag was one of the best guitarists of the past few years.
However despite what someone said earlier, it is actually quite easy to sneek something into a concert despite the security. They will pat you down, but I have rarely seen them actually look into something if they feel anything(my friend once had a pipe in his sock, the guard felt it and never questioned it for a second, despite the fact that it could have been practically anything). Even seeing high profile bands like Metallica, it's suprising as to how lienient they actually check for anything. In the future hopefully things like this can be avoided simply by a bit better security.