Quick question: am I handling rejections well? Is there anything else I can do to make a more graceful exit?

Hey guys, generally when I get rejected, and a girl says something like "sorry, not interested" I usually say "Oh, that's too bad, it was nice meeting you though, see you around", shake hands and walk away. And if she says she has a boyfriend I usually say something like "Oh lucky him, say hi to him for me, nice meeting you". Is this fine? Is there a better way to handle a rejection?