I currently pump in my office and put a sign on the door that says "Mommy Duty - please come back in 30 minutes or email me." That's working really well so far. I haven't had anyone walk in on me.
I just bought a mini-fridge (Craigslist generally has lots of them) and keep the milk in there and bring it home at the end of the day.
With my first baby, I was in an open cube and just stretched a blanket across my doorway. Now I was sharing an office with all women so it wasn't that bad. I did mortify a couple of men who came into our space while I was pumping when they figured out what that machine noise was behind the blanket.
That said, if you have access to a conference room with a door, a sign should keep people from coming out.