Quite honestly, I'm still nervous at times. I suppose a lot of it is in your attitude. If you act natural and unsuspicious, it really won't be made that big of a deal.
If you're worried about legal repercussions, you can certainly take comfort in knowing your well within your rights--so make sure you are familiar with these rights and you're able to articulate them. Sometimes I'll carry the OC pamphlet or my own print out of the various KRSs. Carry on!