It really depends on your players.
What I've found is that the women who have joined my groups tend to prefer if they're just treated as another player, and the gender question is entirely ignored. If your players are sophisticated enough that this isn't a problem, then it won't be.
However, if you have a problem table; here are some things to consider.
Enforce Rules of Conduct
When players meet, they typically behave how they would at the bar, or around their buddies, and my experience has been that guys can get pretty raucous at games. Just be sure to set some ground rules. I once had a rule that swearing at the table was met with a (insignificant) fine that would be used to fund stuff for the game, and you could institute a similar rule for over-the-top offensive behavior.
Ensure that you're not giving players special treatment
This goes both ways-you don't want to favor your male players over your female players, especially if they view things differently, but you also don't want to make the game revolve around your female player(s), as that becomes either creepy in a "here's everything you want, dear" sense, or really uninteresting to both parties in the sense of "And Sarah wins this one! Again."; you need to be sure to remain impartial and fair regardless of gender.
My Case Studies
In my games, I've had two female players who really provided examples of possible outcomes; A and B.
A was a friend of the players-I'd met her before, but only through them, so she got along with them well. She also had a "one of the guys" attitude, and was just as puerile and zany as the rest of them, so she didn't have any problem with the sort of behavior that would drive people away, since she basically was the same way just gender-swapped. (Interestingly, I've actually had two players exactly like A, but only one was with my college group.)
B was a friend of the players that I'd never met before, but was a veteran role-player. She didn't really appreciate the tone of the group, which was perhaps a little too over-the-top for the game (V:tM with combat monsters ends a certain way, plus the semester was coming to an end and we were all students), but the game ended breaking up more because nobody felt like playing it rather than because there was offense.
Both of these players integrated into the same group, and neither of them (to my knowledge) had problems with the other players, in part because I kept things in line and in part because most players, if given the hint that they're going too far, will rein in their behavior.