In my experiences of seeing my daughters (10&7) issues with this, wanting to play soccer, rugby, surfing,and do computing and gaming. Is not my support or the support of the adults coaching/running the activities. Things that you need to bear in mind regarding peer pressure, is to first understand where the mindsets are coming from. Peer pressure comes from stereotyping, individual stereotyping (in children) generally comes from the family setting.
Its the peer pressure from other children, my daughter at the age of 8 came home form an afterschool club for soccer, really upset because all the boys ganged up telling her that "girls don't play footie" a year later she got the same attitude over her playing Minecraft and Spore - girls don't play games. In a show and tell where she brought in photos of her building a PC at the age of five (with my supervision), again the same attitude girls don't do computing. The last one is my 10yo daughter is the only girl in her cub-scout pack again she'd bring home issues (AKA being upset by how she was treated).
So with that anecdotal information in mind,I set about devising ways to help her overcome and bypass those peer expectations. This is what I've found and this is only from the perspective of a girl doing "boys" activities.
By me (the father) taking active involvement in her activities it help somewhat to breakdown the some of the behaviours that bring about problems. I found that by being an actively involved father helped the boys in the groups re-engage with my daughter. Having a kick around before and after soccer class, encouraged other boys to join myself and my daughter, even though I was favouring her.
With the computing class it was arriving a bit early and spending a bit of time helping her to do a bit of animation which the boys found interesting and then getting my daughter to then show them.
With the scout pack again arriving early, participating in a quite complicated ropework task, I explain what we were going to do, she chose another cub to join us (it was a 3 person task), she explained to him. All the other cubs and scouts watched us succeed, were impressed and from that point on she became a first pick in activities.
I must point out that there is fall out from this, which is the inverse gender peer pressure. My daughters both get told they're not "girly" enough to participate in girls activities. That's when my wife became the active parent and does similar stuff to engage other girls.
It is a difficult and time consuming one to solve if you want your child to be involved in non-gender stereotypical activities, you have to try to actively engage the other children in the group and by example you show that it's do-able. You must bear in mind as well there is also cultural bias to deal with.
This is just my example of how we as parents have dealt with this issue and frankly there is no easy answer. Predominantly it needs to be dealt with at a grassroots level and you have to be actively involved and set a good role model for your children and those you encounter with them. Irrespective of success or failure in the activity the outcome will be beneficial, in the long term, for your children.