Employment gaps......

As I have stated before I was laid off from my job. I have since been applying for anything that I am qualified to do and even some things I am over qualified for, and if I happen to get a call for an interview (because let me tell you the call backs have been few and far between) one of the questions I am always asked (more so as time moves on) is to explain the time gap between my last job and now and it usually goes something like this- Employer: "So what have you been doing since your last job until now?" Me: " Looking for work." Employer: "You've been looking this whole time? Why haven't you found anything?" Me: "I put my resume out as much as possible and I apply but I don't get many call backs."  I then get the head nod and we move on to other questions. But the tone and the demeanor I receive with this question and with my response is disturbing to me because it seems to be one of disbelief. I would love to say "Well because you have a job, you may not have noticed that the state unemployment rate is nearly 10% and what that means is while I may be the best canidate for a position, my resume is probably getting lost in  the sea of the other hundreds of resumes and applications and competition is stiff, because people who are over qualified to do this position are being forced to apply for it because there's not a whole hell of a lot out there. So yes from the time I lost my job until now I have been looking for work." I almost feel like I should  make up some elaborate story to have on me for this question because obviously the truth is not working. It's hard enough trying to look for work do I have to be made to feel on the spot or bad that I have not found anything yet?