Some athletes own guns for hunting, but most athletes who carry guns do so for self-protection.
Scott recounted a time when he was thankful he was prepared, a late night when he was at a gas station in Texas.
"Last year, we had a lot of people come in from New Orleans to Houston shortly after Hurrican Katrina. There were a lot of people walking the streets. I knew my surroundings. I wasn't in that good of a part of town and it was 1 o'clock in the morning," Scott said. "I was by myself and no one was around. I just took my gun and put it right there."
Scott lifted his shirt to reveal his handgun tucked down the front of his pants, the handle slightly visible.
"I saw this guy about 30 feet away. I'm just watching him, minding my own business and, as he approached me, I said, 'Can I help you with something?' Just like that."
Reenacting the incident, Scott demonstrated how he lifted his shirt to reveal his Glock.
"I could see he had something in his hand behind him, and he stopped, and his eyes got real big and he started stuttering, so you know he's up to no good."
Scott raised his arms in mock surrender and continued: "He goes 'I ain't gonna lie man, I ain't gonna lie. All I want is a dollar. I'm gonna go in and buy a beer. I'm not gonna buy food. I'm not gonna buy water. I ain't begging for money for that. I am gonna buy alcohol with it.' Just straight up."
"And I looked at him. I said, 'You stay right there.' And I just watched him and I reached in my car to the center console, grabbed a dollar, put it right on the hood and said, 'Go ahead.' And the whole time my hand was on my gun. I didn't fire a shot, didn't even point it at him."
Another armed athlete is former NFL player Jay Williams.
"I carry a gun every day of my life. When I get up in the morning and get dressed it goes on my hip, and when I go to bed at night it comes off my hip," said Williams, who played 10 years in the NFL, most recently with the Miami Dolphins in 2004. "I would rather have it and not need it, than need it and not have it."
Williams is now a gun dealer, selling weapons mostly at gun shows and over the Internet. He says some clients are athletes.
As the son of a police officer from Washington, D.C., Williams grew up around firearms. He now belongs to a gun club in North Carolina, where he practices his shooting once a week.
"Athletes are not carrying a gun just to carry a gun and to say, 'Yeah, I carry a gun,'" Williams said. "They are carrying guns to protect and defend themselves."
Williams maintains that the dangers faced by professional athletes are real.
"A lot of criminals, they will look at you like, 'Shoot, let's follow him home. Let's see where he lives. Let's see if we can get him for his jewelry, his watch, his car.' You never know what is out there," Williams said.
As high-profile figures in society, many athletes claim they are targets, citing their wealth and prominence as reasons to be wary.
"Guys are jealous of your stature in life, the fact that you are playing ball, the fact that you are making all this money. The fact that when you go to a club or restaurant, young ladies might flock to you," Williams said. "You might have a disgruntled fan who is pissed off how the team is playing. And maybe he has something to say to you about it. Now, odds are he is not going to come at you in a violent way, but you never know."