As others have said, if you want to remain a Paladin then talk to the GM about how he views Lawful Good and the code of conduct. If not, perhaps he'd allow you to trade in Paladin levels for Fighter on the basis that you'd been unaware of what the class requires from you in his game. Paladins have been, historically, one of the most persecuted classes in my opinion with regards to their alignment and code. It mostly comes from two peoples definitions of 'good' varying and so talking to the GM is the best bet.
Or some GM's are antagonistic who see the code and deliberately plot ways to make you fall by presenting fail/fail choices. I don't know that yours is that type but it's something to be cognizant of. You can't fight city hall, as the saying goes.
As well, the GM is running the game, not your fellow players. If you ask them for advice or help, it's one thing, but they shouldn't be critiquing your every action. That's the GM's job if he feels there's a conflict with your alignment or code. Ask your fellow players to leave you be and, if they don't, ask the GM to get involved. It's his responsibility to moderate in situations like these.
As a last resort, as Herbatnik above suggested, you could be playing with others who are naturally antagonistic. I've known many male players who feel awkward playing with a female and if you're the only one that could be a part of it? I'm not sure on the maturity level of your group. And, if this situation is unresolvable, you may need to leave the game to look for one more welcoming. I know that can be difficult depending on how popular gaming is in your area. Something to think on though, hopefully this advice is useful.