Usually, I answer any questions like "Are you carrying?" or "Do you have a gun?" with a joke or some such. I've got a butane lighter in the facsimile of a tiny revolver, and I'll sometimes say "Yes," pull that out, and "light 'em up."

That sort of clowning usually diverts the question nicely.
The few co-workers who know I carry are careful not to ask any direct questions, although they will join in with the clowning. Turning the whole thing into a joke makes it forgettable for most folks, and they never realize I didn't give them a straight answer.