How do I handle this predicament with two co-workers and me?

My office mate invited me for a girls' night out, lunch at work, and phone number exchange. I declined without explanation. The truth is that she has a horrible temper, wants everything and everyone to be her way, and is sometimes bossy. I don't like her, although she adores me. A month later, a new co-worker was hired who offered the same invitations to me. I do like her, but how do I keep it all secret with my office mate so she won't get jealous and be even nastier towards me? Do I level with the new co-worker and tell her we must keep our friendship secret? I live with my boyfriend on the weekends and value my solitude on weeknights. Maybe I should forgo having a female friend because of all these complicated issues going on. By the way, I am a woman.