Depends on how much you care about the relationship with the person. If she's a co-worker that's important to what you do then try something like "Thank you, I'm not hungry." or take it and place it in a napkin and throw it away when you go the bathroom next.
If the person tempting isn't important in your little circle I tend to get a little ruder after a polite "no, thank you" "I don't want cookies, why do you keep pushing them on me?" or "What part of 'no, I don't want any' did you not understand?"
I don't say "I'm on a diet" or "I need to watch my weight." That seems to open up the "oh, just one won't hurt" mentallity. I have said I have a glucose problem and need to keep an eye on what I eat.
49 years old, 5' highest weight-199lbs
. Started SBD Jan 2004, lost 47 pounds in 6 months, then slowly gained it all back.