New Mexico Gov. Martinez zings Obama on 'you didn't build that'

Martinez said Obama's "you didn't build that" comment to small business owners earlier this year stung her especially hard, as her own parents built their own security guard business.

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"Despite what some would have us believe, success is not built on resentment and fear," she said.

She said she started working for that company as a teenager, guarding a bingo game at a church.

"My dad made sure I could take care of myself. I carried a Smith & Wesson .357 Magnum," she said to cheers. "Yes, that gun weighed more than I did."

She also told the story of how she switched parties, which happened after a meeting with Republicans that she was initially convinced would do nothing to change her mind. But after the meeting, she said it was clear she had to switch.

"When we left that lunch, we got in the car and I looked over at [her husband] Chuck, and said, 'I'll be damned. We're Republicans,' " she said.