In a perfect world you'd pull out your S&W model 29 and fire a shot over their heads. Seriously though, that's is a tough situation. On the one hand you want to defend her honor so to speak as well as not come across as a girlie man. But then on the more practical and realistic side of the coin you can't overlook the fact that your hopelessly out numbered. I actually had a similar situation where my girlfriend at the time was sunbathing on the deck when some construction workers a few houses down were whistling and what not. On the one hand it was kinda flattering but at the same time it kinda pissed me off. I seriously considered stepping out on the deck with my Springfield Armory M1A and pretend to be cleaning it in open sight. Ultimately I decided against it, she decided to just come inside and while I didn't tell her this frankly she wasn't worth going to jail over. As for your question I'd say about the best you can do is give them a very confident and mildly menacing look while you continue on your way.
Do something unexpected and that might shut them up. Point at yourself and ask them, "Me? Why thank you!" Or be gracious and and let them know that she is yours and they can't have her. Look what I got, you bunch of losers.
I agree with TL. Actually, a lot depends on the type of woman your with also. I'm sure she is not going to expect you to defend her honor for a group of nobodies.
completely wrong approach you take out your knife and say "you want to fuck with me bitch" I AM DEAD serious, and if you don't carry a knife you are not a man
^^ All wrong answers. You simply say "have at her boys", film it with your camphone, sell it to brutalgangbangs.com and find yourself a new ho. Just kidding - take it as a compliment and walk away - quickly!