I think you did it just right. Like several have said, if you are planning on getting and keeping dates (or even friends for that matter), you need to accept that a lot of people have just never had ANY experience with guns, and have grown up hearing nothing but how dangerous and evil they are. You can't really blame them, it's just how they were brought up. My GF was pretty anti when we started dating, and if I'd told her how much I enjoy shooting or, God forbid, carried a weapon on our first date, there probably wouldn't have been a second. However, when the time was right, I explained to her my position and, long story short, she's now a convert. We've even discussed kids and guns at length, and she is in total agreement that the most effective way to make our potential kids safe around guns would be to educate them from an early age. Now, seven years later, I often shoot clays with her brother (who almost certainly never would have gotten into guns if I hadn't been in the picture), and her older sister (who was WAY more anti than my GF) has actually asked me to teach her how to shoot. By being sort of understanding initially, I've gotten three people in one family (liberals all) who were anti to varying degrees, into shooting or at least supporting the 2nd (yes, I'm proud of myself.
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In my experience, most people (particularly young people) are not against guns because they've given the matter a lot of reasoned thought. They are anti because they HAVEN'T given it much thought and that's just what they were brought up to believe. You can't reasonably expect someone to have a total reversal of everything they were always taught over the course of a first date. If you're calm and rational with them, and get them to trust YOU, you may well get them to trust your guns in time. I'm not saying it will always happen, but I wouldn't just write-off a potential date based on their views on guns. Those can change with trust, education, and exposure. Besides, if you really want to help the 2nd Amendment cause, you should let the pro-gun women go, and convert an anti!