no problem whatsoever...
i carry one too, and security people know what they are... i took it on the airplane with me as well. its just one of those things that they really have to trust is necesarry because if something were to happen (especially on an airplane as my alergy is a nut alergy) they dont want to be liable because they told you to leave your "pen" in the checked luggage or at the hotel (in the case of bringing it to the park)