Am I allowed to carry a stun gun on me?

I live in Colorado and haven't found any laws against it yet. It is a stun gun, so it does not shoot any projectiles. I want to carry one in my car for safety, but also want to know if i can carry it on me if i go into dangerous areas. It would be a mini stun gun so no more that 400,000 volts. I am over 18 so i can legally purchase it, but i want to know if i will get in trouble for carrying it around.