Some of these suggestions are hilarious!
But for a serious answer, I occasionally have Jehovah's Witnesses come by. I don't answer the door if I see them coming but sometimes I'm outside working in the yard and it's hard to hide!

I'll admit, the people who do this always seem to be very nice and I hate to be rude to them. So I tell them, "My husband's brother is a Witness and he already gives us your literature." (It's true, my brother-in-law is but he doesn't give us their stuff or try to convert us.) So the people who stop by figure we must be in good hands and they go on their way.
If you don't mind fibbing, you could tell her that a good friend of yours has become a Witness and you're studying with her. Although it's probably a little late to get away with line like that.

Better go with one of these drastic approaches!