http://crime.about.com/od/gunlawsbystate/p/gunlaws_co.htm
It is unlawful to carry a firearm concealed on or about one's person without a permit, except for a person in their dwelling, place of business, or on property owned or controlled by him or her.
I am not sure what they could do to you... Since it IS your "dwelling" I don't think that the police can arrest you, BUT you did VIOLATE the lease agreement, so my thought is that they can evict you, but you have rights when it comes to eviction... So I GUESS it is a civil matter not a criminal matter.
Maybe a lawyer (in da house) can clear this up a little.