Hey! It's the same thing with me. I've never had a boyfriend, mostly because of my SAD, and some years before, when I met a girl I was close friends with and whose house I went to on the weekends, I'm sure my father thought there was something between us. I could say I'm almost certain. It used to happen even when I was at school, when I met a new girl in our class and we would go together everywhere... people labeled us as "lesbians" (we were only 11! I didn't even know what "to be gay/lesbian" was!).
My advice: tell them you are not, but don't be angry with them. If they continue to tease you, just ignore them. Anyway, being gay is not a bad thing (not that I am saying that you are), so you shouldn't take it as an insult.