If stopped and the LEO asks or you're required to in your state, inform them that you are a concealed carry holder. Not "I have a gun ......". The word GUN makes all the difference in the world. The officer doesn't hear the rest of the words (in the trunk, in the glove compartment, etc...)
Now I'm not an officer, but this is whats taught in the carry class I attended and it makes sense. (By an ex-LEO so may be a bit tainted.)
A few others here take the tack of "am I being detained?" We'll, you can go that route and be in the right, but the officer can still seriously f-up your day if they have a mind to.