Well, I've thought about this for a few days.
First, I don't believe the guard was "harrassing" you about your knives.
Harrassment as defined by dictionary.com is to "trouble persistently or incessantly."
The guard only asked you once.
Perhaps he should have asked you nicely, by saying something more along the lines of "Sir, would you mind leaving that knife in the car?" He was definitely rude, and could probably use some training in dealing with customers.
IMHO, the bank guard was within his rights to ask you to not bring what he percieved as a threat into his bank.
Private property owners should have the right to ask people to leave as they see fit, within reason. The guard was doing his job. It's not like he tackled you, or even called the police. He just asked you not to bring a perceived "weapon" into his domain.
You were carrying the knives in a legal manner, true. It's also legal to wear a ski mask in July. But, try and wear a ski mask in July into a bank, and I would be suprised if the guard doesn't A)Call the police, B)Pull a weapon on you, and C)Restrain you until law enforcement arrives.
I don't see anything wrong with carrying as many knives as you see fit. One or One hundred, it doesn't really matter. You only have two hands.
But, if your carrying those knives openly, don't be suprised if private businesses (especially ones that get robbed alot) act a bit on the touchy side.
Just my $.02
-- Rob