You dont need a windscreen for indoor shows, only outdoor.
I use a Zoom H1 Recorder myself and have recorded about 11 shows in various venues, various sizes, various bands since I got it. You will not get a very good recording with the Zoom H1 on its own. The internal mics cannot handle loud sounds very good. You will need a decent set of external mics and a battery box to get a very good recording. I have a pair of Church Audio CA14 mics and a Sound Professional Battery box. I just attach the mics to the front of my jacket about chest height. I 've got some nice recordings this way. My best recordings have been when I was standing in front of the soundboard, in general this will be where the sound is best in a venue. If not get as close to a speaker stack as you can, but not too close.
Settings I use on the recorder is:
Auto Level: Off
Low Cut: On
Format: Wav
Record Level: Set it to about 20 to avoid distortion. You can increase the volume later with several programs.
Record in 24/96 format
For more help you should check out
www.taperssection.comBest of luck with your recording.