That is lame! 
I just had my first experience busting out the TRX at the gym today myself. I go to Golds Gym in West Jordan here in Utah. I usually go before or after class, as classes are right across the street so to speak.
I got a couple peculiar looks, none negative or disguisted, and the trainers and staff was all cool about it. I just wrapped the suspension anchor around the back of the Smith Machine, and away I go.
That is something I was concerned about myself. Even the other members around me was totally cool.
I was quite fortunate in that area I must say.