I've been hit on by women a couple of times-once at Mardi Gras, and once on my way out of a bar-she told me I was good looking, and she wanted to take me shopping(odd pick-up line, but whatever...). I was sort of drunk, and was like, sweet!I love shopping!
All I did was politely let them know that I was straight, and it's never been a big deal.
However, if they had been as aggressive as in your situation, I would definately feel angry and uncomfortable. Actually, I'd be upset if anyone acted so aggressively towards me-man or woman!