I agree with everyone about the word getting out when you tell people. It's why I'm so cagey about the ghostwriting I do. I've seen many people linked to the pseudonyms they thought they'd locked down completely safely, and it's almost always been because someone they had told couldn't keep it to themselves.

However, a few cases have been discovered by sleuthing, so be careful. Consider how bad it would be if your employers found out about your pen-name: how big is the risk? Are you likely to do well enough with your writing to make that risk worthwhile?