Ask for agreement on confidentiality THEN send the confidential information in a separate message afterwards.

The following is how to create an agreement:

    Alice: "I'd like to keep this confidential, is this OK with you?"

    Bob: "Yes"

    *Conversation ensues*

The following is how to create a silly situation:

   Alice: "I'd like to keep this confidential. I've just taken advantage of Carol, she's such a sucker"

   *Possible Drama in the making*