I am new to this PUA thing so maybe I was overreacting; but answering my question now will help take away the task later. Well, I was talking to a girl (one i found okay looking) and this other comes up to us and says 'she is taken'. I will admit I reacted a bit to that and probably killed some of the vibe. Reacted as in oh really surprised face

...but I recovered in three seconds and brushed it off. Anyway, does that comment mean I am doing fine in the field? Any feedback will be amazing.
Also, how do I handle jealous guys like that? I seem to talk to girls who have bf's around. Should I befriend the boyfriend first or what?