How do people get into clubs with a gun?

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With the recent news of NFl star Plaxico Burress shooting himslef in the leg this past friday, I want to know how these celebrities and athletes are allowed if they are to be inside a club with a gun? If you can remember some of the incidents in the with a few celebrities, how come the question never comes up on why or how these guys are in the club with a gun in the first place. Look at the incident with P diddy and Jennifer Lopez several yrs ago. They were out clubbing and one of puffy's artists pulled out a gun and shot into the crowd. I never heard of one report of why this guy had a gun on him. Any of you guys know Suge knight? The owner of Death Row records. He supposedly show himself in the leg a few yrs back at some club. And now we have Plaxico Burress. Do these guys have special rules that don't apply to them. Are celebrities allowed to just walk into a club with heavy rounds of ammunition underneath their jackets? Why isn't his question ever asked to the club owners or their security when these incidents happen?I know for the most part that these celebrities pretty much just walk into these places without getting touched. I guess it's a respect thing when it comes to these guys. But du they get so much respect that the concern for everyones safety isn't a factor where they are allowed to just walk into a place with numerous people carrying a gun? What do you think about this?