I was scared to death to pump at work the first time. I had been stressing about it throughout my entire pregnancy. I worked at a residential treatment center for teenagers as a teacher and while they were willing to do anything that I needed to make returning to work easier there aren't exactly locks on doors when you work in a facility whose main focus is to prevent teenagers from hurting themselves.
Since it was a live-in facility I had plenty of bedrooms to choose from when it came time to pump, so despite the lack of a locking door I was very comfortable. I was terrified that one of my coworkers would walk in on me so to prevent that from happening I loudly announced to everyone I could find that I was going to pump before hand. I'm not sure that they all wanted to share in that information. I was lucky because I was the third person in a year to have a baby and continue to breastfeed after returning to work.
Everyone at work was very supportive of breastfeeding and most of the kinks had already been worked out by the two mothers who had gone before me. The first few months went by smoothly and as I got into a routine my worries faded away. I stopped making announcements whenever I was planning on pumping because everyone learned that when I walked away with my big black bag it was time to start knocking before opening doors.
After pumping at work for a few months I got a bit too relaxed. I started changing the room that I pumped in to using the one that was closest to the area I was working at the time. Sometimes I pumped in a different room each day and I stopped telling people that I was leaving to pump even when I was in buildings that were less familiar with my routine. As I was pumping one day someone knocked on the door. They obviously didn't here me saying loudly that I was in there because the door opened and I turned around to see a male coworker and a 14 year old teenage boy staring at me with mouths wide open. My coworker had enough sense to turn and leave but I had to say "shut the door!" three times before the 14 year old was able to turn around and shut the door. I was mortified! I was facing the other direction but the idea of someone being hooked up to a pumping machine is well beyond the comprehension of most 14 year old boys. Luckily I had no more incidences at work and I think the 14 year old boy survived the traumatizing experience.
For Information on breastfeeding after returning to work read - Breastfeeding and the Workforce