Oddly enough I have an answer ready. Some girl asked me today in sculpture class why "men are fascinated with guns."
My first reply was that I'd like to meet these guys, because everyone I've met on campus has told me I'm crazy to allow a gun to exist in my house.
After that, I told her:
1. Machines are cool. The more elegantly they're engineered, the cooler they are. Guns are some of the best engineering going.
2. Stuff that makes you stronger, faster, or extends your reach is GOOD. Guns arguably can do at least two of those.
3. Being defenseless is often painful, humiliating, and/or fatal. I prefer being armed.