Sometimes the truth hurts. In these situations, I recommend lying.

"I never run around in the bushes in a ski mask when I’m breaking in some place. Somebody catches you, what are you going to say? You want to look like a legitimate visitor until the very last minute. If you can’t look legit, confused works just as well. Maybe get a soda from the fridge or a yogurt. If you’re caught, you just act confused and apologize like crazy for taking the yogurt; nothing can be more innocent."
-Michael Westen (Burn Notice)