Amy, that's EXACTLY what I say - family members have said several times - oh, what are you doing? Are you dieting? And my answer is no, I'm just watching what I eat, trying to stick to healthier choices and exercising regularly. My one cousin asks for details, but she's genuinely interested and is very supportive, so I give them to her, but I'm usually tight-lipped about it around them.
I try not to discuss weight with my family. My dad is of the school of thought that if you're on a diet, you eat salad, chicken breast and that's it. I love chocolate. I have to have it every day. I do not want to hear "some diet you're on, why are you eating THAT." Its just not good for my mental well being.
My baby sister is actually very very supportive. When I go home to visit, she cooks very light things and asks "oh, can you have this, can you have that" - since I started this lifestyle change, there are certain things my body can NOT handle, like oil, butter, etc. She also brags to her friends about me in front of me, its very nice and I never really had that before. I want to hug her all the time for it
I agree with Jess, though, its all about your support system. A big reason that I joined 3FC was that I NEEDED a support system - I knew I couldn't do this without it. At the time I lived with 4 guys who could eat pretty much whatever they wanted and still be very tiny. I gave them the "talk" - I'm trying to lose weight, please don't say "why are you eating that" - and they were actually pretty awesome as well and VERY encouraging. They still are, whenever I see them.