Generally, a lie a woman tells a guy when she doesn't want anything to with him. Usually performed after the guy tries to 'court' the woman.
Usually followed up by "I'm not looking for anyone right now," but can be seen dating/fucking other guys seconds later.
Generally, this is just a way women try to pacify men but usually just infuriates them.
Joey: "Hey, Jenny. I really like you a lot, would you go out with me sometime?"
Johnny: "Look, Johnny. You're a really nice guy but I think we should just be friends. I just got out of a really bad relationship and don't want to date yet."
Joey: "Wait!? Is Jenny having sex with Dean in my car?!"