i'm not clever enough to think of this myself. i read it online a little while ago, used it successfully a few times, and thought i'd share with the community.

her: i have a bf

you: that's so cool. no, really, that's awesome! (say it enthusiastically)

her: ...

you: i've known you for five minutes and you're already telling my your problems! (give Wygant's "masturbating while thinking of you" smile)

she'll laugh the majority of the time. don't dwell on how funny you are. just continue the conversation as if she hadn't dropped the bomb. if you don't mind stealing someone else's girl, continue (subtly) seducing her. if you're a good guy, eject with grace.