I've been faced with that question lots of times, too... and I just flat out tell them, "I'm a Christian; I don't believe in that garbage." Sometimes gentleness works better and I adjust accordingly, but most of the time, with people who are dealing with demonic activities such as astrology, I just give them an honest answer.
That either a)gets them curious or b)gets them defensive. Either way they're going to ask questions or give me some other chance to talk/witness to them (most of the time). I've had responses like, "Well, I'm a Christian, too! But I don't believe it's wrong." With that response you can just tell them that it's unscriptural... like in Jeremiah 10:2, which says, Thus saith the LORD, Learn not the way of the heathen, and be not dismayed at the signs of heaven; for the heathen are dismayed at them.
There's also Isaiah 47 (verse 13 makes specific mention of the practice of astrology)
It's a sin because if you're turning to "the stars" and such for help, you've forsaken God. He should be the one we ask for help, but consulting astrology is consulting demons. Not a good idea...
Eh, those are generally the things I tell people when they ask what "sign" I am. I ALWAYS refer people to Scripture, though. Hebrews 4:12 comes to mind...
For the word of God is quick, and powerful, and sharper than any twoedged sword, piercing even to the dividing asunder of soul and spirit, and of the joints and marrow, and is a discerner of the thoughts and intents of the heart.