In reply to DaveThexton:
We went as a group of three women and one man. We stayed with the bedouin in the village and never had any problems at all.
We did attract the odd comment, for example on our rest day we went to Petra and a local man shouted three wives, lucky man at my friend. He was not the partner of any of us, so it just resulted in laughter than feeling threatened.
I found the local people especially in Rum itself to be extremely welcoming, friendly and respectful. There is a big culture of hospitality there. We did of course cover up, wearing long trousers and long sleeves tops, but I think so long as you do that you will be fine.