I would tell ONLY if it wouldn't hurt the person who asked. People think that you are breaking some kind of Biblical law if you "lie" about ANYTHING!! Almost always, people should be honest. You don't have to answer questions if you don't wish to (discounting being questioned by an officer, or in court.) Sometimes you do harm when honest, and you wish you had kept your mouth shut. If you gauge it by asking yourself if YOU would be hurt if the same thing happened to you, you will know the difference.
I wouldn't lie, as I think lying is wrong. I think Wegotchickens has a great idea to deflect the person's attention, if you want to keep the secret. Otherwise, I would tell the truth.
I once gave someone a Christmas card containing money. We were in the local library where he was an employee. I said I had been directed to give it to him. When he started questioning me, I told him I was certain the donor wanted to remain anonymous or they would have handled it differently.