I'm all set.

I find that when I say "I'm all set" around here, sometimes people continue to like ask me if I want things or they serve me or they just look confused. Then I find out that it is just a regionalism. I'M ALL SET! I thought that was an obvious statement. WTF PEOPLE!?!?! Why have I lived in Pennsylvania for 5 years and am just now noticing that people don't always get what this means?