My Brother in-laws wife swore up and down that she's not afraid of anything while we were watching "Halloween" a couple years ago. About 10 minutes before the movie was over, they got ready to leave. I snuck out the front door and hid underneath his Ranger. I heard them coming up the driveway, I heard the passenger side door open, and then I reached out and grabbed her chubby little ankle. She jumped about 5 feet in the air, squealing like a gut-shot doe. As soon as she hits the ground, she starts running towards the house screaming about "something under the truck".
It wouldnt have been so funny, but my BIL has no taste in women. I like a little meat on the bones, but this girl is about 5 feet tall, and about four and a half feet wide. Always running her mouth, either bitchin' about something or talking shit.
Good Times.
My point is, many girls say that kind of stuff to look tough. Give 'em one good scare, and they shit their pants.
ETA- Dawn of the Dead scared the shit out of my wife. And she likes zombie flicks.