A stage is going to be a very tough setting for a point and shoot camera. My best advice would be to find out if you can put your camera in spot metering mode. Center the lit stage in the frame and see how it goes. You will want to zoom out as far as possible and possibly even look into manually forcing the ISO speed higher. All this can be found in your manual.
The S2 does have a spot metering mode.
The best chance you're going to have with your camera at an indoor dance recital is to turn on spot metering, switch to Av mode and set the aperture as wide as it will go (smallest number: either 2.7 or 3.5 depending on your zoom level -- zoom as little as possible to get the largest aperture). Set the ISO at 400. Using Av mode lets the camera pick the fastest shutter speed you can get based on the other settings.
When taking the picture, aim for the brightest spot on your subject you can, trying to get as much of it in the center of the 'target'. The background will be come out *very* dark, but there's a much better chance your subject will be correctly exposed and not motion blurred.
I can't remember if the S2 goes any higher than ISO400 ... if it has an ISO80, you can try that but expect very grainy photos you'll need to clean up with Noise-Reduction software (like Imagnomic's Noiseware). However, sometimes a grainy-but-not-blurry picture is better than no picture at all.
To truly take good photos of indoor events, you either need a powerful flash or a DSLR with a "fast" lens ... which is, unfortunately, quite a bit more expensive than an S2 or S3....
Canon's also got a new camera the, S90, that's supposed to be unusually good at low-light shots, but I've not seen any reviews of it. However, I've read that by manipulating the MP of the pictures it can hit something like ISO12800! Don't know what the picture quality will be, but that's something for a P&S!