Is it normal to feel insecure BECAUSE of male attention?

This is going to sound a little silly, but lately male attention has been bothering me. I just moved back to Manhattan for an internship but have had to adjust to the male attention I’ve been getting. My last job in the city was a cater-waitressing gig, so the full tux usually kept the subway creepers somewhat at bay. ;)

But now, I have the opportunity to actually dress the way I want to dress for work, as long as it looks professional. I’m tall but still like to wear heels because they look feminine and chic. I also enjoy the clean, classic lines of pencil skirts and tailored dresses. I guess these styles may draw some attention to my figure, but I usually don’t show much skin and they fit well.

I don’t mind turning the occasional head but I was wondering if any other women out there are ever bothered by male attention. I know they often mean to be complimentary but sometimes it makes me feel self-conscious and like I’m dressing like a slut or something… :/