It should be something to avoid saying in your head, too. No need for negative connotations to a sexual orientation.

I don't know if it's just your friends, family, and/or people you've just met that are asking about your sexuality. If it's friends, maybe they're just genuinely curious? If they're questioning their own sexuality, then perhaps they're asking about yours to help them. Maybe they need someone to talk to and don't know how to start that conversation.

If it's people you've just met, maybe they're trying to hit on you, and you can be flattered :P.

I am sorry, though, I hope people aren't being rude about it, and I certainly hope they're not putting negative connotations to being gay, either.