For me, it's never been a matter of embarassment. More than anything, it concerns my little brother.
My Dad might crack a couple of jokes. My Mom probably wouldn't care, but either way, she'd forget about it as soon as she starts to fix dinner. My older brother would go "Are you serious?", shake his head, then shut himself in his room.
But my little brother? Oh, man. Guarranteed, he'd spend every moment he could for at least two weeks hassling me about it. I'd walk out of the bathroom, he'd be waiting just beyond the door to tell me "Not even just the first one, but all the direct-to-video sequels and the ****ty show too?! Come on, grow some balls!" He'd make sure to deny me as many quiet moments as possible.
He'd never truly stop, either. After the first couple of weeks, he'd just annoy at random, but especially at the dinner table. Always likes him an audience, that one.
And the sad part is, judging by the fact that he still hasn't let go of the time he 'caught' me watching The Lion King even though he respects Jeremy Irons, I might actually be underestimating the effort he'd put in.
So really, it's not what anyone thinks, it's what my little brother does about it that's got me worried.