Either:
1. I have a boyfriend, literally.
2. I'm not interested in you.
3. I'm not attracted to you.
4. Get lost!
5. This is a test of your masculinity.
6. You look like you have little to offer.
7. I have a better deal waiting for me.
If #'s 2, 3, 6, & 7 are false, the girl really won't bring up a boyfriend.
There are more, I'm sure. But what you need to do is stop worrying about whatever the f**k it means and come up with some witticisms for when you hear this line.
"Oh cool, he can cook us breakfast in bed!"
"I'm not interested in him, I'm interested in you!"
"I just met you and you're already calling me your boyfriend."
"Good, he gets to hear us passionately make love and try to learn something."
There is also a big ass thread on this in the archive.
Case closed.