Hey! I too get that question a lot of times
This is a good sign, in case you didn't know. She's interested in you and is checking for other women in your life.
I personally like to answer these questions with:
"Do you have a girlfriend?"
Answer: "Oh nooo! Are you crazy? I need to spread all my love out to hundreds of them. It would be too much for just one single girl."
"How many girlfriends did you have?"
Answer: "Zero*"
*This answer may seem like a total DLV. But said with great confidence and a sly smile on your face, this works out really great! Try it. Think about what most guys would say. They would try to be impressive and say stuff like: "Yeah, 50 or so. I don't count them, there were too much."