Have you ever been to a high school stadium, it's not like they are lined up on the sidelines and can run onto the field. You've got thousands of people who are effectively lined up like a shooting range. Plus, that was just an example. There's plenty of worthy targets out there.
In all honesty, you're safer in your church than you are probably anywhere else in your area. Be happy about that, and enjoy the time you have. Not sure why your pastor is trying to scare his parishioners, but it doesn't make any sense.