I found a way to keep all the women in Duke Nukem safe from gunfire,
You must have the shrinker and freeze gun to do this. 

Step #1.   Shrink the dance/hooker/cheerleader/captured woman, (from a safe
distance) and aim down.

Step #2. While she is shrunk , shoot her with the freeze gun, you should
hear a scream and see a piece of flesh fly off of her.

Step #3. Allow her to return to normal size, shoot her , kick her whatever,
she can not be hurt. She stills performs her funtion (stripping ,moaning,
etc.)