Punch her in the face, then run before the bouncers get you.
haha jk.
Like the former posters have stated, you either get a blowjob or you get blown out of the set.
Man, look at it this way, if the girl is not worth your time, there's, what, 500 other chicks in the club you can game on?
If she blows you out, or says "fuck you asshole" straight up, you just politely say "thank you for your time *smile*" and leave.
Don't make it look like you got blown out, just act as if you're going to go into another set or your buddy is calling you.
Another good way to build social proof is to wave at nobody when entering/stalking the club. (nobody is going to see who you're waving at)
Don't ever linger on "Why did she do that to me?"
I get blown out of sets all the time, even of sets of people I know.
It happens to ALL of us, there are certain circumstances where even the best PUAs get blown out.
I was gaming this girl I had been talking to for the past week or so (Hottest girl in my school), and I saw her at a football game surrounded by guys (90% of which I knew), and for SOME reason when I tried to enter the set, they turned their backs to me and blew me out.
I kindly, without other people seeing me retracted the set and went back to my friends.
She then saw I wasn't affected and physically called me back and I was in.
See how not being an asshole helps?