Very good suggestions above! I think it can be a compliment, or a conversation-maker, sometimes, for people to say things like that. I really agree with it possibly being an opportunity to educate people on what a good healthy weight really is. I mean, I didn't even hear of a BMI rating until after we bought the Wii!
I personally would just say, "Aw, you're so sweet," very happily, and mean it!