How do you say “I don’t know” without sounding, well, dumb? Especially in a nerve-racking setting, like a job interview? Be direct, says Sue Shellenbarger, a career-advice columnist at the Wall Street Journal: Just say, “That’s a great question. I’d like to think about it and get back to you.”

If you don’t have a good answer because you haven’t been doing your job well, apologize and specify when you’ll get back on the query; then be sure to do so or you’ll lose credibility. If putting off the question isn’t an option (you’re a keynote speaker at an event; you’re being interviewed on TV), employ the Ted Kennedy strategy, says Anne Fisher, who writes Ask Annie, a career-advice column for CNNMoney. com: “Say, ‘That’s a good question, but an even more interesting question is.…’” Then talk about what you do know. “It’s worked for Kennedy,” says Fisher. “He’s been elected eight times.”