What to do when visiting Chicago on a rainy day?

I will be trekking over to ChiTown for the weekend for the U2 concert next Sunday night, however the forecast isnt looking too pretty. Looking for something to do Saturday afternoon, night and Sunday morning. I've been to Shedd and the Han tower, so anything interesting going on that weekend I can checkout or go do where I wont get soaked for 48 hours straight?