Yes, in fact, you do. It's very strongly enshrined in the Pennsylvania Constitution, remember? Shall not be questioned, or some such?
Jim Noble was arrested for lawfully and peaceably carrying a firearm openly in the vicinity of an Obama campaign rally in Beaver, PA, while holding a bible ("clinging") and handing out pro-gun literature. He was arrested NOT by the Secret Service, who were aware of his presence, but by the local police. They prosecuted him for disorderly conduct and disrupting a public meeting, and a jury found him not guilty on all counts on July 17.
http://kdka.com/beaver/John.Noble.Gun.2.1089780.html
The Secret Service understands open and concealed carry laws - why so many Freepers and police officers don't, I just have no idea.
Fear the government which fears your guns.
So much for the argument that legal open carry near the president is a major issue for the Secret Service. Seems the Secret Service professionals can deal with it.