question about job hunting

That place on the application that says, "May we contact your current employer?"... I always check 'yes'. Because I think it would look bad to say no.

However, I am kinda worried my current employer may get word that I am out looking for a new job before I get any offers, know what I mean? Any suggestions about this? My HR department and DON office are buddy-buddy, so I dont think they keep many secrets :/

Thoughts?
I have always said no without any adverse effects. Prospective employers should respect that you may not have told your current employer that you are looking for other employment.

I always check no. I think it makes you look like you are valued and they would be upset if you were leaving.