The dojo I belong to has about 4 women out of about 30-40 total, and no problems that I'm aware of.
The BBC news has an interesting article today titled "Sexes handle emotions differently".
Apparently women remember emotionally-charged images more vividly than men do, and women's brains process such information differently than men's brains.
I think this translates into: Women are more likely to remember the details of Freddy Kruger movies than men are??? Or have nightmares related to Freddy Kruger movies???