I think it goes back to Russell's time. Here is the "Vow" that he urged all his followers to take. Notice particularly the last part:
"Our Father which art in heaven, hallowed be thy name. May thy rule come into my heart more and more, and thy will be done in my mortal body. Relying on the assistance of thy promised grace to help in every time of need, through Jesus Christ our Lord, I register this vow. Daily will I remember at the throne of heavenly grace the general interests of the harvest work, and particularly the share which I myself am privileged to enjoy in that work, and the dear co-laborers at the Bible House, Allegheny. I vow to still more carefully, if possible, scrutinize my thoughts and words and doings, to the intent that I may be the better enabled to serve these, and thy dear flock. I vow to thee that I will be on the alert to resist everything akin to Spiritism and Occultism, and that remembering that there are but the two masters I shall resist these snares in all reasonable ways, as being of the Adversary. I further vow that, with the exceptions below, I will at all times and at all places, conduct myself toward those of the opposite sex in private exactly as I would do with them in public--in the presence of a congregation of the Lord's people, and so far as reasonably possible I will avoid being in the same room with any female alone, unless the door to the room stand wide open--wife, children, mother and sisters excepted.'"
It was published in the June 1908 Watchtower. Reprints p. 4191. The article that contains it can be read here: http://www.agsconsulting.com/htdbv5/r4190.htm
or you can read it in the pdf file of the 1908 bound volume at:
http://www.reexamine.info/watchtowers/wt1908.PDF
Personally, I think this was an overreaction on Russell's part after the so-called "jellyfish" scandal.