Try to remain on high ground and do not lower yourself to her (metaphorically). I have had great success with handling situations like that, that start with curious teasing and end in annoying and constant harassment. If she were to drop another one along the lines that she thinks you are gay, just turn to her, look her in the eyes ( I know it's hard), and tell her with a little smile and in a friendly manner (not in that seriouy "I will find you, and I will kill you"-manner)something like that:
"Please listen carefully. I have told you before, but maybe I have not made myself clear enough: I am not homosexual. I would not deny it if I was, I have nothing against it, I simply am not. I am straight and I like women, simple as that. I appreciated your concerns about me finding a suitable partner, and your suggestion to find me a boyfriend might have been with the best intentions, but your persistance about hinting that you think I am gay is sincerely starting to annoy me. Hence, I would kindly ask to accept what I have just told you and stop. Thank you!"