Hi There,
I have gone through a similar situation! I have dated a Kappa Delta Rho brother for almost 2 years now, and although I don't live near the school (its the college that I graduated from ) I still stay at the house when I go up to visit him for the weekend. It was weird in the beginning basically because of the bathroom situation and of course the random happenings in the house, you NEVER know what you are going to come up against. Anything from chair races, to pledges, to ...well, almost anything ( you can only imagine). AT any rate, the "walk of shame" was definately reserved for those who stayed over night due to a "drunk hook-up", definately not girlfriends. I guess I didnt' feel werid because alot of girls who are dating brothers stay there all the time. I have become good friends with alot of them. I wouldn't worry about what they think though, its definately more important that your guy respects you. Hope that helps