If you need that, you have to use another file format that supports header encryption like 7-zip or rar. Zip does not support the use of encrypted file listings. BetterZip can create 7-zip files, but turning on header encryption is a bit tricky at the moment. There will be a regular user interface in a future version.

As an alternative you could put the zip file into another password protected zip file. People who don't know the password would only see the name of the inner zip file which can be something like aaa.zip.