When a girl says she has a boyfriend, one of the following is true:
(*) In fact, she doesn't have a boyfriend,
(*) She actually has a boyfriend, but would be willing to leave him for a better man,
(*) She has a boyfriend, loves him and is not ready to leave him.
So, what she says shouldn't be taken at face value. What really matter is whether she is (1) available and (2) interested. If she's available and interested, she will usually "forget" to mention about a boyfriend - unless she's testing your manly resolve.
So your best response is to persist - just in the case this is a shit test. You don't lose your cool, ignore and stay around a little longer.
Now if you get the boyfriend excuse in the face too often, you probably need to change something in the way you present yourself. It could be your fundamentals? or the way you come across - too edgy? too gamey? too aggressive? or the other way around? If this is the problem, then it is just a matter of tweaking your game. It is difficult to gauge the actual problem, and it takes trial and error until you fix it. Try different styles and see if things improve.
When I started, I was too unattainable vis a vis of my target market (asian girls). I finally figured it out, dressed down a little bit and became a little warmer.
Cheers,
Seppuku