What is it with some women? When I told an ex-girlfriend that I wanted to sit my motorcycle test, she asked how much it would cost. When I told her, she replied, 'Oh well, there'll be enough left over for a pine box'. When I told my mother that I'd be moving to Texas, she cried, 'please don't get involved with guns!!' Note the choice of words? 'involved with' guns, like people get 'involved with' drugs, or 'involved with' gangs. In her mind, gun == death.
When in Texas last month, I asked a member of my family to take me to a gun shop, and they just sort of laughed, and changed the subject. I asked them again. And again. Each time, they looked at me like at some sexual pervert who was desperate to victimise innocent children. Eventually, my eldest niece took me, and whilst I was talking to the owner, she sat texting her friends. Her attention soon perked up, however, when the shop owner told her that she was 'a very beautiful young woman' (she is), and that she needed a gun. 'He thinks I should carry one,' she said, nodding at me.
The depressing thing is that (G-d forbid), if she ever becomes a victim, her opinion will change pretty quickly. I don't have any desire for her to shoot anyone, but nor do I want to spend the rest of my life putting flowers on her grave (even writing those words, my eyes sting...).
As for the religious aspect, I dunno what Christianity teaches, but in Judaism, it is not permitted to place oneself in danger of death. The principle is that this life is only partly ours. It was given to us by G-d, and we are obliged not only to serve Him, but to look after our body until He (and He alone) decides to claim our soul back.
In Judaism, we have a prayer that we recite every morning called birkhote hacha'har, which means 'morning blessing'. Translated from Hebrew, it goes...
G-d, the soul that You placed within me is pure. It is You who created it, You who formed it, You who breathed it into me, You who keeps it within me. You will take it back one day, in order to give it back [reference to the Resurrection of the Dead]
So if the original poster's GF is at all religious, he might like to remind her that according to all religious theory with which I am familiar, self defence is not 'anti-G-d'. On the contrary: it furthers His will.