The only problem I have ever had has been in third world countries. The security people in Nigeria looked at me like I was nuts and wanted me to detach the pump. In cases like that I usually explain that it is medicine, it keeps me alive, and I cannot remove it. Then, if they still look befuddled, I pull up my shirt, freak them out with a quick look at the insertion site, and curse them in a language they do not speak. Truth is, I suppose I could disconnect it for the 30 seconds it takes to run through the X-Ray.
No issues in the US - I stick it in my pocket and 9 times out of 10 it does not trigger the metal detector.
In short, don't sweat it.