Well, shouldn'tve killed her in the Concourse.
The best way to do it is to wait outside the Concourse at around 9:00pm (this is when she takes a smoke break) then pop her head like a zit.
Nobody notices, or cares other than Carol, who doesn't turn hostile or anything, just mourns her passing.
If on PC, you can mod them into being friendly (I think, I have Xbox 360 version myself), otherwise, kill 'em all then if Jericho dies, go get another follower. If you have a previous manual save, then reload from there, otherwise you're gonna lose some ammo.
 

Give Jericho some stimpacks (he usaully heals with them) and make a dash for the exit . If you want to , put the difficulty of very easy (unless it already is ) and they all just die in a shot or 2 usually .