It is rude for them to ask about your current wage so you should get offended by it. There is no legitimate reason to ask for someones salary; the only reason they ask is to screw you over. If you don't think that it is rude then you could just as well ask the company whats the highest wage they offered an employee for this position and see how they react. It is the same thing really since if you have that number then it gets really hard for the manager to argue why you should get significantly less than that.

But sure, usually hiring managers expects that the applicants will endure any form of bullying without complaints, but do you really want to work for such a place? If you really need the job then you might have no options, but in that case you will get screwed no matter what.

http://www.kalzumeus.com/2012/01/23/salary-negotiation/ is a really good article on salary negotiation. It has some ideas about how to handle the discussion.

"As a matter of personal policy and professional courtesy, I don't discuss the details of my engagement with my current employer with third parties. I'll do the same if I work for you."

"I'm very sorry, but I'm afraid that's none of your business."

My favorite line is "It depends on many factors, but I'm confident that you'll come up with a compelling offer."

After all, the information disparity favors them by a wide margin, so the ball can stay in their court.

Most of the time your contract forbids you from discussing your current salary in any case.