As this correspondent so aptly explains, Rosie gets a gun because she's better than you:
As for the private permit for concealed weapon, Rosie is controversial and in the public eye. She needs protection of a different sort than the Average Joe. The gun would be managed by a professional. This is a much different situation than the NRAs stance of a gun for every man, woman and child. They apparently don't see the progress we've made since the wild, wild west. And yes, Rosie probably lets her kids play shoot 'em up cowboy too, but unlike Bush and the NRA she knows that human life is not childs play.