How do you protect yourself when someone pulls a gun on you?

Call the Police and tell them your situation. As the answer above states, it is VITAL that you report it to the police. Not only will it then be on record, but they can also give you good advice on safety. Also, never go anywhere alone, and change your daily routine and your normal routes of travel. Keep pepper spray in your hand (not in your purse or pocket) anytime you are walking into or out of a building, or when you go outside at home. When you are home, make sure your doors and Windows are locked at all times, just as they should be when you leave home. Also, every time you get back home, go around your house (with pepper spray in hand) and check all locks on all doors and Windows for signs of tampering. Avoid isolated places such as parking garages, and try to park as close to buildings as possible. Keep your car doors locked at all times, whether you are in the car or not. Be aware of your surroundings at all times, and if you feel threatened at any time, call out for help as loudly as you can, and run as fast as you can to safety. Don't worry about feeling or looking foolish if it turned out to be a false alarm because there is no such thing as being too careful if you truly feel your life is in danger. You should also work out a 'code' with a trusted friend, family member, or a neighbor in case you do run into trouble. It can be something as simple as turning on the front porch light if you feel you are in danger. You could also come up with a code Word that you could say to them to let them know to call the police if they see the front porch light on and call to see if you are ok.