Girlfriends Join William and Harry at Diana Concert

Princes William and Harry opened their Concert for Diana on Sunday in London's Wembley Stadium with two special women in the royal box: Kate Middleton and Chelsy Davy. But only Davy, 21, sat next to her prince as the show started, while Prince William's on-again, off-again girlfriend Middleton, 25, stayed a few rows back with friends. Her family, parents Carole and Michael, sister Pippa and brother James also joined her.

William sat next to brother Harry and pals Thomas van Straubenzee and James Meade. Elton John kicked off the concert with "Your Song," and two screens pulled open to applause as they revealed a famous shot of Diana by celebrity photographer Mario Testino. He then introduced his hosts, Princes Harry and William, and called on the 60,000-strong crowd to pay a warm welcome to the "two people whose idea it was to do this wonderful event." William, 25, then spelled out the motivation behind the concert, saying, "This evening is about all that our mother loved in life – her music, her dance, her charities and her family and friends."

Army officer Harry, 22, mindful of those he would have been serving alongside in Iraq had he been able to go, added a word of praise, "I wish I was there with you. I'm sorry I can't be. To you and everyone on operations we'd both like to say stay safe." Harry told the crowd that there was some pressure on the princes to come up with something funny to say – but, to laughter, he added, "We will leave that to the funny people, and Ricky Gervais [who is presenting later]." William ended by introducing "one of our mother's favorite bands," Duran Duran. The band played three songs, including their hit "Rio" – a special request from the princes. Singer Simon Le Bon dedicated their song "Wild Boys" to William and Harry.

But it wasn't all nostalgia: British pop favorite Lily Allen, too, appeared to sing "LDN," a song that got Princesses Beatrice and Eugenie out of their seats, and had Kate Middleton grooving with sister Pippa.

The concert – taking place on the day that would have been the princess's 46th birthday – celebrates her life and raises money for a group of charities associated with William and Harry and those linked to their mother, who died in August 1997. A roster of stars from Diana's era including Rod Stewart, Tom Jones, Bryan Ferry and Rodger Hodgson of Supertramp, were joined by those which are favorites of the princes, including Joss Stone, Pharrell Williams, Fergie and Diddy.

A surprise to the line up was planned for later – comedian Ricky Gervais and his Office counterpart, Pirates actor Mackenzie Crook. The show was being beamed to more than 140 countries, and will end with its opener, Elton John.

The show is airing live on VH1 and will run on NBC at 8 p.m. ET Sunday night.