First, I agree it's terribly rude - and insensitive (what if you were trying and having a hard time?)! IMO, you would be totally justified in saying, "None of your business!"
However, since I'm sure you want to be more polite than that (unlike these thoughtless people who ask that question), I think you should choose one or more of the responses that have been suggested here. I favor the ones in the "Why do you ask?"/"Excuse me?"/"I beg your pardon?' category. But, of course, it's up to you.
I definitely wouldn't lie thought. You don't have to, and it would just lead to more questions, advice, and perhaps arguments.