Not go into the place. If they don't think I need to have the right to defend myself, I don't think they need my business.
If you're carrying without a permit, I'd recommend refusing and excusing yourself. They don't have a warrant to search your person nor reasonable suspicion. If you have a permit, I'd state very clearly that you have a permit to carry a handgun and have one on your person. If they ask you to leave, comply. In MN the establishment needs to post a sign on the door stating "This business bans guns on the premises." If you have a carry permit and enter the business anyway it is only a $25 fine with no weapon confiscation if you get caught. I personally avoid places that ban guns, but a $25 fine wouldn't stop me if I really wanted to get in.
