Is it illegal to carry a knife on you?

i'm always hearin stories around my neighborhood about people gettin mugged in broad daylight,there was one story in the paper about this girl who went to the bathroom in Barnes & Nobles and some guy came in the bathroom after her and mugged her (she wasn't raped though thank god) these stories scare the crap out of me and make me scared it's gonna happen to me.Seeing as how i'm a girl,and kinda short i'm not real strong either.So just to make me feel better i've taken to carrying a knife on me everywhere i go.especially if i have to go somewhere at night.It just makes me feel better to carry extra protection.And all my girl friends carry knives for the same reason.So i was wondering,is it okay to carry a knife on me? is it okay if i take it into the store with me? and will i get charged with having a weapon by the police if i have to use it on someone?