Personally I let them get as pushy as they like. This is one of the reasons I prefer to go through recruiting agencies rather than direct hire opportunities. I can easily deflect questions of compensation or history to ""[Recruiter Name] and I have an understanding that (s)he will handle all matters tied to compensation and the like." This often ends the discussion immediately without really ruffling any feathers. I can always tie a little humorous comment to it to alleviate any potential tension.
For a direct hire, however, you have to be just as aggressive a negotiator as your recruiter would be. This means not giving out information that could be used as a negotiation element against you. How to respond depends on the situation. If you desperately need the job, then you really have no reason not to divulge the information with a caveat that you're well aware of how grossly underpaid you are (this lets them know you have very specific salary expectations and anything that doesn't meet them will be disappointing.
However, I personally feel you should respect yourself and your abilities to the tune that if you don't want to disclose it you shouldn't disclose it. I would say simply, "I'm looking for a salary of X. I currently make less than that." If they press on details, my response would be "I'm sorry, that's personal information. I wouldn't feel comfortable divulging that kind of information until after becoming an employee."
This could ruffle feathers, but if it does then you don't want to work there. Anyone who can't respect your need/desire for privacy in that matter is going to be even less respectful of other things after you're working there. This is a serious red flag (IMO), and you should reconsider working in an environment where this kind of disrespect is prevalent.