First, I would inquire with the corporate office as to whether or not they have a policy on firearms for customers. These particular branches may not be adhering to corporate policy, such as some WalMarts do not... see http://opencarry.mywowbb.com/forum65/13273.html
If it is a legitimate no-gun policy, then just close your accounts there, and open them somewhere else, while writing a letter to the branch managers, as well as sending copies to higher-ups. Eventually they will see that gun owners make up a substantial portion of their business, and hopefully make a good business decision.
As for changing the policy, you can try... and I wish you luck. But I can't see it going anywhere unless you have a large number of customers complain.
At any rate, though, do you really want your money and other assets to be safeguarded by a bank that will readily give away said assets to any bank robber who comes in?