Why aren't any members of the Jedi order women? Is George Lucas a sexist pig? Are the Jedi sexist pigs? Is that why lightsabers are so phallic? What's the deal here? Girls can be Jedi just as well as boys!
Short answer: There are female Jedi.
Long answer: ...in fact, three of the twelve-member Jedi Council first seen in The Phantom Menace are females of their respective species--Adi Gallia (dark skin, white headpiece), Depa Billaba (medium skin, two gold bindi) and Yaddle (a female of Yoda's species). The female Jedi Master Luminara Unduli can be seen in Attack of the Clones (almond eyes, wide Guinan-like hat) and also plays a major role in the book The Approaching Storm by Alan Dean Foster, along with her apprentice Barriss Offee. Shaak Ti also has a role in the movie Attack of the Clones. A Jedi woman named Sylvar (!) plays a prominent role in several authorized "Star Wars" comic books. In the Expanded Universe, Mara Jade and Jaina Solo are also notable female Jedi. There are others, of course; these are just the most visible ones.*
So, why don't any of the Star Wars movies feature female Jedi? Why is it only men who play the major roles fighting and training other Jedi? Well, there's the obvious reason that the Star Wars franchise is and always has been targetted at a young male audience. There's the expectation of fighting when necessary, plus the somewhat monastic lifestyle of a Jedi both during and after training. These aspects typically (or at least, stereotypically) appeal more to a male than a female mind.
If you want to seem less sexist, you could instead argue that there's only been about six Jedi in leading roles in all five movies to date, so we're not exactly seeing a representative sample to begin with. It's also reasonable to expect male Jedi to only train other males and females to train other females, if only to avoid (all right, minimize) any sexual tension in the relationship. So it would be necessary for Obi-Wan Kenobi's mentors (Qui-Gon Jinn and Yoda) and his student (Anakin Skywalker) to be males, making the sample even less representative.
The real reason, though, is almost certainly that George Lucas is a man, and he was making Star Wars from a male mindset. And once you had Luke Skywalker, Obi-Wan Kenobi and Darth Vader in place as centerpieces of the greater saga, there wasn't much wiggle room to add female Jedi anywhere anyways.
But they do exist, in the movies as well as the surrounding universe of novels, comic books and games. It's not a fifty-fifty balance, but then again, what career field have you ever seen where there was a perfect male-female balance?
* While Princess Leia could have become a Jedi like her brother Luke, based on genetics, her life led her in a different direction. So she's not actually part of the answer; but as you can see, there's plenty of others who are.