There are too many discussion on line (by musicians as well as by non-musicians) criticizing the formality of classical music concerts. People claim that it is the formal protocol that keeps new audiences out of the concert hall because they are afraid that they won't be able to "play their part" properly.
Last night I went to a school board meeting where awards were being given to a group of between 20 and 30 grade school students (awards having something to do with being kind, which I found kind of touching). After the superintendent called out each name, the audience applauded. Michael whispered to me, "they should wait until all the names are called." A man in front of him turned around to say that he was thinking the same thing, and the people in the audience clapped politely, while many of them, I'm sure, wished that some kind of protocol had been set.
Next came awards for the members of the high school speech team who went to the state competition. The superintendent called one name, and the audience applauded politely. Then the student walked all the way up to the podium (the meeting was held in a rather large auditorium), silently collected the certificate,and walked back. This happened three times. Three students returned to their seats in awkward silence. I wondered if some kind of protocol had been established for the elementary school kids, the audience would have changed their applause pattern for the high school awardees, saving their applause for the transfer of the certificate and, perhaps, a handshake between the awarder and the awardee.
The audience was then given the pleasure of watching a verse reading by one of the state finalists, who gave a brilliant performance. The audience applauded wildly after he was finished, and we applauded him after he left the stage (I wanted him to take a second bow, and I imagine that I was not alone). They understood that bit of protocol: a person performs, the piece is finished, and that's when you applaud.
Anyone going to a classical music concert can do a google search for "concert protocol" and find out when it is appropriate to applaud. It is perfectly fine to write a note in the program that reads "please hold your applause until the end of the piece." You could put it in the same place in the program that asks you to refrain from using flash photography during a performance. The Canticle Singers offers a very clear set of guidelines for concert protocol.