It's not your job to entertain her.
That said, it's best if you 'have a life' and purusits of your own to talk about. It's best if you're aware of the world around you, current events and have a ground in something so that you're not like a flag in the breeze that goes whichever way the wind is blowing.
If you're a solid person who can hold conversations with people who are interested and themselves interesting, then when the ones who seem bored with you walk away, it should be a relief to you.
The best way to hold a woman's interest is to constantly talk about HER. It helps to have a solid personality and wide interests because then you can interweave other things...and then turn the conversation back to her. If you are a solid, well-rounded person who can normally hold a pleasant conversation, and a woman walks away from you because you're still not interesting enough, then it's her problem, not yours. Some women are thrill-seekers. Some women are addicted to drama. Some women think their happiness is with a rebel on a Harley who deals cocaine then has tons of money to spend on a thrilling but short-lived joyride. Beware these women, and sad to say, these women are more often than not the "9" and "10" in a lycra miniskirt. If this type woman finds you boring, you're probably better off.
Check your personality. If you're an intelligent, well-rounded person who knows how to turn the conversation back to the woman and she still walks away, be thankful.