Its called:
http://en.wikipedia.org/wiki/Patronage
Yep. People give money to artists because they like what they're doing and they have a relationship with the artist. Not because some middle-man arbitrates the price of the art of some unreachable "star" or because some lawyer mugged them with paper weapons.
Edit: I know that this probably won't work at "Madonna" scale. The artist can't possibly make a meaningful connection with a fanbase that large. That might be the point.