If she doesn't want to carry a gun, then suggest a knife/mace.
Going off Robert's comedic post, it isn't too far off. While you don't need to dress up, just go with her to a parking lot of something like Walmart. Then have her stand maybe by the back of the car. Go a good 30 ft away. Then walk at a normal to brisk pace toward her and say "Hey, I want to talk to you." When you close the distance, grab her arm. Then ask her what she would have done if you were a thug. Do these scenarios in different locations. You don't need to rush her like some movie scene. She should be surprised how unprepared she is, how fast you close the distance, and how defenseless she is when you grab her arm/shoulder. In the car scenario, you can even tell her to try and get in the car having to unlock it, open the door, get in, then lock it again. Chances are even if she gets the door open or in the seat, you would be able to open the door before she locks it.
Going off Robert's comedic post, it isn't too far off. While you don't need to dress up, just go with her to a parking lot of something like Walmart. Then have her stand maybe by the back of the car. Go a good 30 ft away. Then walk at a normal to brisk pace toward her and say "Hey, I want to talk to you." When you close the distance, grab her arm. Then ask her what she would have done if you were a thug. Do these scenarios in different locations. You don't need to rush her like some movie scene. She should be surprised how unprepared she is, how fast you close the distance, and how defenseless she is when you grab her arm/shoulder. In the car scenario, you can even tell her to try and get in the car having to unlock it, open the door, get in, then lock it again. Chances are even if she gets the door open or in the seat, you would be able to open the door before she locks it.