I explain that I will not be making decisions for them but will help them make decisions they are comfortable with. If I sense some reservation still, I tell the parties that we can start the mediation as a one-hour "mediation consultation" and if all the parties are not convinced in that first hour that I do not favor one party over the other, but provide equal time and attention to each parties' issues and concerns as I have promised, then we can stop the mediation.
Although there may be mediators out there who do not have natural and/or learned skills of neutrality, I see this skill as essential for conducting fair mediations regardless of my gender or the gender of any of the parties.
If you are looking for a mediator, your goal is to find a mediator with the appropriate level of understanding of your situation and the relevant laws as well as a personal style with which you are comfortable. You may feel that certain mediators may not be best suited for your case. However, if gender is the only hold up you have in hiring that mediator, call the mediator to discuss your concern, get assurances up front, be sure they are followed through with in the mediator's actions at the mediation, and work to resolve the dispute for which you need the mediator. Good luck!