Haha, that's really funny
I've never been caught masturbating, thank God (although I'm an Ateist
But my cousin (female) caught me and my girlfriend having sex once.. That's even worse.. But she didn't scream or anything, she just said: "Oh, shit.. Sorry..".
And later she said "You know that thing that you did? I did the same when I was your age. I don't mind it, do it if you like it!".
Damn I'm lucky to have that kind of cousin.. She never told my parents