I appreciate all of the replies. I feel much better about the situation now that I got it out of me. I think I'll continue to keep it a secret.
I have no problem telling people that I don't drink when the question comes up. My real issue is the questions people have about my whereabouts. "What did you do this weekend." Usually I say I was just hanging out with some friends. That's good enough. My fear is that they'll keep digging and I'll eventually get caught up in a lie and make myself look like an ass.
I was going to ask a follow up question about dating some of the women in my school. I don't want to have to lie to them though. I think I need a rule to keep away. Don't fish off the company (or the school's)pier.