I'm the same way as Millz and Swift. I have a kind of low confidence level for whatever reason, and usually assume that girls aren't flirting with me. Sometimes I'm way too late on catching onto something haha.
When I do realize it, I'm always flattered. Regardless of if I'm attracted to the girl or hate her guts, it's always flattering. Hell, even if a gay guy flirted with me I'd be glad to know that somebody finds me attractive!