I don't know if I necessarily kept it a secret from my family, mostly they were just too wrapped up in their own lives to really care what I was doing so it never came up. A lot of them
know now, mostly because situations came up where I had to either let them think I was getting the shit kicked out of me by my boyfriend or tell them the truth.
About the only people I actually told were my best friends because the four of them are the closest thing to family that I have. It just came out in the course of normal conversation. I had a problem with cutting when I was younger so they get a little worried when they see cuts and bruises on me.
I have to agree with denu about the safety call though. If you don't want to explain exactly what you're doing, just tell them you're meeting someone from the Internet, tell them where you're going, and ask them to call. You really don't need to tell anyone what's happening, it's only your business what you do.