I'm not sure I agree with the two answers above -- the cynic in me sees the point they are making, but it is still harassment if it's unwelcome; the fact that you are asking about harassment, rather than asking where else she'd like to dance, speaks to the fact that it's unwelcome.
But the response also depends on what the laws are surrounding workplace behaviour where you live. In the UK, at least, the law would be rather on your side, although the "cougar" in the name makes me think you're based in the US, so I'm not sure what the situation is there.
In the meantime, I'd at the very least make a point of noting down all the behaviour that's prompted this question, especially from now on; if the worst comes to it then you'd presumably need the evidence to support any claims you make about her behaviour (to HR if to nobody else). If that route isn't open then you'll need to decide whether you like the job enough to be prepared to face more of the same, or whether you can find a way to tactfully suggest she stop.