CDC Fact Sheet
Key paragraph: "Women with AIDS whose only reported risk initially is sex with women are given high priority for follow-up investigation. As of December 1998, none of these investigations had confirmed female-to-female HIV transmission, either because other risks were subsequently identified or because, in a few cases, women declined to be interviewed. A separate study of more than 1 million female blood donors found no HIV-infected women whose only risk was sex with women. These findings suggest that female-to-female transmission of HIV is uncommon. However, they do not negate the possibility because it could be masked by other behaviors."
Basically, it's considered to be "possible" because it's awfully hard to prove that it absolutely <I>never happens.</I> It really does look like it doesn't, though.