Bust her on her jokes
If she tries to be funny in any way (by telling a joke, for example), let her finish, then just stare at her blankly and ask, "I'm sorry, was that supposed to be funny?" The longer you keep a straight face on this one, the more you'll hit her funny bone.
Give stupid answers to stupid questions
If a woman asks you a lame question such as, "Do you date a lot?", reply with something cocky like, "Who me? No, never. I usually stay at home, locked in my room playing Nintendo, can't you tell?".
Slap her hand
Next time she says anything that could be interpreted as "bad" or even "naughty," ask her to give you her hand, take it, slowly turn it upside down, and gently slap the back of it. If you haven't made physical contact already, this is a playful and easy way to start.
Be playfully mean
Say something that could be mean, but in a playful way. For example, if she says she doesn't like Tic Tacs because they don't work, you tell her, "Of course they don't work for you. I mean, I don't know exactly how to say this, but, you know you have a big, huge problem with bad breath, right? I mean, you know that, right?". Deliver with just a hint of a smile, and she'll get the joke.
Guess her weight
Tell her you can guess her weight. Then do something silly that's completely not related to her weight, like take one of her fingers and examine it really closely. Then get an overly serious look on your face and say, "You must weigh about... (pause for dramatic effect)... 345." Caution: Use this only with women who are very fit. You don't want to hurt any feelings.