Depending on who she is, where you were complimented, and how often you are complimented... if she said it once, and it's at work, chances are, she's just being nice, so just say 'Thank you (Her Name)." and smile. If you met at a club, say thanks and return the compliment.
If she's someone you kid around with just say...
'I'm a pimp, I know this."
or you may say one of the following....
'You're trying to get in my pants aren't you, you dirty wh0re.'
'If you like this, I've got something that will really impress you.
.... help me take off my pants.'
'Grope away baby!'
'You are the 10th person to tell me this today!! ..is my fly down or something wtf??!?!'
....all in all, just say thanks. If you get them like I do, it's easier to just say thanks. No need to make a show out of it, cuz in the end, you want her to at least think this ain't your first compliment.
If you are getting compliments everyday about your looks from the same woman, obviously, she's interested, and there's a good chance she's a dirty wh0re.
