I got that alot. Both of my girls are curly and as toddlers many people would ask me if it was natural. I would just say yes, but my husband's stock response was "No, that took me 2 hours this morning". When they were toddlers I was lucky to get it partially picked and chase them around the house with the spray bottle!
I think people just want to comment on it and that's the first thing that comes out of their mouth. Other than the "natural" question, we've had nothing but compliments on our hair!