Points to consider:
1) Cowboys don't like sheep they ruin the range
2) Cowboys would not be caught dead calling shepards cowboys
3) No one who lives West of the Mississippi should make this mistake
But here's another point for my position: if we don't call them cowboys, that means no more "gay cowboys eating pudding" jokes, and that will take all the fun out of the Brokeback Mountain threads.
Sorry, you don't have to live 'west of the Mississippi' you just have to be LITERATE to understand the difference between cowboys and sheep herders. Lives have been lost over this distinction.