How is it that you can be a pregnant virgin?

If you mean a ordinary woman today, all she has to do is go to a clinic and they insert sperms in her uterus. Since she never had intercourse she is a virgin.

If you mean from a religious point of view when it comes to the Virgin Mary it's like with all religious things; faith. In religion they don't need proof - they believe. They believe the Holy ghost impregnated her and since he was a ghost and not a man and she didn't have intercourse she remained a virgin.