Most of the Rom I know consider themselves Caucasian. You could check "other" and then fill in Romani, or be even more specific and write Kalderdash, Lowara, Siti, etc.
Then again, people confuse Irish Travellers with Romani because the Travellers are also called Gypsies, and they are a different ethnic group.
There are plenty of Romani in the US, just look at the number of Romani Protestant churches, and also the number of Catholic and Orthodox churches who say a Sunday Mass in a Romani language. It really depends on where you go. Some Romani that I know do not want to tell people their ethnicity because of incorrect stereotypes, and they pass for something else. It really depends on where you live.
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I'm giving it another shot. We will see.
My forum is still there and everyone is welcome to come join as well. There is a private women only subforum there if anyone is interested. Also, there is no CAPTCHA.

The link to the forum is
http://www.rightplanet.proboards.com