It's NOT a compliment. It's a polite way to say that you either have physical or personality unattractiveness. "The pick of the litter" refers to some one being the best, usually quite attractive (much like picking a new puppy or kitten from a fresh born litter), and strong. Sorry to have to tell u that, but I tried to be as polite as possible and still tell you what it means.
By making a comment such as that, I would assume that these ladies do not have very many desirable attributes, therefore making them the last pick of the litter. This means that perhaps they are not very attractive, personality or otherwise.