I think you should write a letter and request/insist on a 5 minute credit to your account for every time the trainer answers a question or helps out another patron. Even if the assistance doesn't take 5 minutes, you're still thrown out of your routine, and it will take time for you and your trainer to get back on track.
And about the interruptions and parting comment from that patron about 'putting you in your place?' It's too bad that you're not still there because I think that would be grounds for calling the manager on duty and telling him/her what was said. With the repeated interruptions in the 30 minute time span, and then the nasty, confrontational remark, I would file a formal complaint that not only are you worried that this man will continue to interrupt you, but that you're afraid for your personal safety.
They need to do something. Would they let the lifeguard on duty give private swimming lessons? No. When you pay for a lesson, you should get the full lesson, with the instructor, sans interruptions.
Perhaps if it still continues to happen during the next session, you could do this: Once again, at the beginning, reiterate to the trainer that you want the full 30 minutes, and if anyone asks for assistance, he needs to refer them elsewhere. Then, if he doesn't and begins to help anyone, walk to the desk/manager, state that apparently this isn't a good time for your trainer as he's working the floor and helping others during your private personal training session. Tell them that you'll be rescheduling the session and you don't want to be charged for this session. As they say, vote with your feet. After they see you do this once, perhaps it will shake them into gear better than the polite requests you've already made.