Step 1: See if she's still there.
Step 2: If so, get a blunt kitchen knife, and store it away where she won't see it in your pocket.
Step 3: Cautiously open the door, and walk outside.
Step 4: Say the following; "Hello! What can I do for you?"
Step 5: Wait for reaction. Take it from there. She could be interested in you, or she could have a mental problem and be unstable.