The instructor at the class I took advised us to wait until the officer walks up before we dig around for anything for reasons mentioned above. When he does get to the window. Simply say " Officer. I want to let you know that I am a licensed CCW holder and I do have a *firearm* on me. What would you like me to do?"
He told us he would HIGHLY recomend NOT using the word gun. His feelings were that the word gun was something that is what an officer hears and will yell when a bad guy has a gun or something bad to alert other officers. That it can almost set off alarm bells.... Where the word firearm may simply be a better choice.