They're not going to pop like a party balloon:
"Because the aerostats are not highly pressurized, bullets won’t burst them; they can actually remain buoyant for hours after suffering multiple punctures." (http://www.defenseindustrydaily.com/the-usas-raid-program-small-aerostats-big-surveillance-time-02779/)
If you google harder than I did, you'll find more information about aerostats.
However, if you'd like to be a worrier consider the following:
- Aircraft landing at Washington Nation, Dulles and Andrews (home of Air Force One).
- Ubiquitous surveillance of civilians