There's nothing really to hide. I've copied a link to HAL's policy. They specifically state "Except for wine and champagne, alcoholic beverages purchased in the vessel's shops or otherwise brought on the ship cannot be consumed on the ship."
As far as taking them into the dining room, we have left a full case of wine with the sommelier and had them keep the wine in the cooler. We always enjoy talking with the staff about their families, where they are from (most waiters are from Indonesia, sommeliers from the Phillipines), speak a few words in their language... and we've never been charged a corkage fee.
DeeDee may be right in that things have gotten tighter in the last couple years (our last HAL cruise was in June '04) but I think the sommeliers tend to ignore this if you show a sincere interest in them and their culture.