If you really are asking whether or not to lie about your sexual experience based on some form of social pressure to have had experience prior, then I really don't think you understand this whole Don Juan concept.
A couple of guys before me already said it but do not lie. Someone who lies does it for one reason, they have something to hide. You have nothing to hide. You're fifteen, when I was fifteen my biggest concern was going home after school, turning on the Nintendo 64, and figuring out how to beat Goldeneye on the 00 Agent level. The last thing on my mind were chicks. Okay, maybe it took me a couple years longer than the rest of the world to come around in the women department, but my point is, there is no embarrasment whatsover in being inexperienced at age 15. I'm five years your senior and at 20 (well I'll be twenty in a week), I am still a virgin. I am proud of it. I have done everything else in the book, and several times, but only by virtue of being in a relationship with the same girl now for almost 2 years.
BE COMFORTABLE WITH YOURSELF. Or do what it takes to get to that point...(I think that is after all, what this site is all about and why all of us are here.) And if you don't even know whether or not to tell the truth about something personal, you're far, far away from that point. I'm not trying to pick on you, but honesty is really everything. Obviously what some girl at school thinks isn't really important, but I say this for other, bigger situations you'll encounter which will be important...the truth is like surgery, it hurts, but it heals.
Tell her you have no experience. If she wasn't interested in you she wouldn't be asking, and if you'd like to gain some experience it sounds like you may have the oppertunity. Debonaire is on the right track, if you want some action with this girl say something along the lines of "How about we get together sometime and then you won't have to ask". 15 year old chicks like clever lines like that.
Good luck dude.