It's the equivalent of finding a thief and hiding him away in your home rather than turning him in.
That thief called sin will keep stealing from you as long as you keep it in hiding.
God can do nothing to help you until you stop covering it up. Guilt and shame will eat away at your soul until you finally confess it to your heavenly Father.
As hard as it is to admit that you've sinned, it's absolutely amazing how quickly relief comes.
God takes your sin, wads it up, and throws it into the fire. Never to be seen again.
But don't forget, the only way He can help you is if you bring it out of hiding and hand it over.