What should I say to stop an inquisitive friend from asking prying questions, without starting a fight with her?

I have a good friend who must have a brain like a filing cabinet. She constantly asks “why” and “what happened to” and “what’s with” and “so, what’s going on with” and stuff like that. She asks direct questions, she does not beat around the bush with her nosy-ness, or else it does not occur to her that she is prying. I don’t want to be nasty and start a fight with her, because I value her friendship, but I would like a response (or type of response) that shuts her up.

How should I respond?