* Estoy...(I am...). For example, "Estoy leyendo un libro" (I am reading a book), "Estoy cocinando" (I am cooking), or "Estoy caminando" (I am walking).
* No estoy haciendo nada. (I am not doing anything.)
* ¿Por qué quieres saber? (Why do you want to know?) This can be a polite way to ask for more information or to change the subject.
* ¿Qué importa? (What does it matter?) This is a more casual way to say that you don't want to answer the question.
Depending on the context and your relationship with the person who is asking, you can choose the response that is most appropriate.