If only I was a community supporter, I could search my previous posts for my excellent previous reply on a similar topic...
Alas, I'm a cheap SOB so I will summarize: No, it's not like playing poker, or softball, or even chess. We are adults and we go into a basement and speak in strange voices and play with miniatures and talk about orcs and shamans and lizard people - and we LOVE it. That's a bit different than saying "I've got a straight-flush" or even "checkmate".
No you shouldn't be ashamed - but you shouldn't be suprised or get militant when someone thinks it's really odd, because IT IS REALLY ODD. We know it's great, and of course our girlfriends and wives are going to accept it or in some cases join in or even introduce us. But you are going to take some flak, deservedly so, for jumping around and being excited that your Barbarian Mage Hunter just scored a critical hit on Nethelix the undead elven necromancer! And taking that stigma is a small price to pay for the right to play this awesome game.
And for all those who think that meeting women and D&D mix, get real. Yes, there are women gamers, even women DM's. Many of the posters on these boards (often the cream of the geeking crop) have groups that have many women. But that is a bad sample demographic. If you go to the bars in Chicago and see 500 women in a night, it's probably a good idea not to mention D&D to 498 of them. Are you ashamed? No. Do you need to start an awkward conversation trying to explain why you disappear into a basement every week to sit behind a cardboard screen in front of 8 of your freinds and describe the siege of the city-state of Dolanth in the Aric empire in the year 3160 AW? Best to save that conversation for when you are seriously dating or getting married.
I've found that your friends and co-workers will love to give you crap for being a dork and playing D&D, but it won't change their opinion of you. Trying to shout it to the mountains that you are a geek as soon as you meet someone is just dumb - unless you met them at Gen Con. Realizing how odd it really is and not taking it so seriously, even poking fun at yourself, goes a very long way. Whenever my buddies give me crap, I yell at them "You can't talk to me like that! I'm the Dungeon Master! I create worlds!" They get a kick out of it and we go back to watching the game, drinking beer, and talking about chicks like any normal person would do.
Unlike a normal person, I really do create worlds - and I love it!