How to say no to giving someone a cigarette?

You don't say no. She's doing you a favor, and feels entitled to some small compensation. Seeing as it's only 3 or 4, and that she asks you ahead of time, it seems like a small price to pay and it seems as if she's behaving in a perfectly acceptable manner. If you don't like the arrangement, perhaps you might manage to get yourself the proper identification so that her assistance is no longer needed.