Cifer said:
Obviously, he can't walk down the street without having a squad of local enforcers asking to see his mercenaries permit and/or generally following him around. Forget going to the Baroness's ball or into any place that has anything resembling security. Oh, and don't forget the random gangers and other cocky idiots either throwing down or ambushing him for a chance at the arsenal. But again... where's the problem.
Apart from the Baroness' ball (where he should be able to get away with a bolt pistol at least. After all, he likely is the security for his Rogue Trader), most other situations shouldn't present that much of a problem. RT Arch-Militants are veterans and they're likely known. Anyone trying to take them from his cold, dead hands is either very experienced (in which case he'd be even more of a problem if the Militant wasn't as well-armed since he's likely not just after the guns) or very naive (in which case they're pretty dead, considering the defensive gear the AM will likely be packing as well).
Rogue Trader is not Dark Heresy.
A RT Arch-militant might be a "steely eyed veteran" but unless he's been in that particular part of the orbital/hive city/planet before and made himself known he is just another steely eyed veteran among others. Enforcers and security armsmen will watch him closely precisely because he is so obviously dangerous and it's their job to watch dangerous people. Gangers and thugs certainly could be naive enough to test him... once, then I agree they are very dead, very fast... but it's still inconvient and attracts unwanted attention.
The 40k universe is the 40k universe. It's a dangerous place.
I used that one! It was great, he wasn't actually a Chaos Marine but the PC's thought he was... At least 1 PC went a little grey and lost a limb on it.