I think it was some combination of you being busy watching a movie (not the type of thing you multitask with) and the implied meaning behind it, roughly translated into "What I'm doing right now does not involve you, so ha!" I think the best response would be something like "eating a banana" or anything that says that you have something else to be doing besides JUST talking to her, but not so busy that she feels left out. It's a tricky line, and I don't like it very much. I usually give the answer of what I'm actually doing, or I say "Talking to you" and she always loses interest, and of course I don't care. If she wants me to give a stupid answer, she's going to be sorely disappointed.