Union College has a fantastic engineering program and there were plenty of women there. I think the liberal arts college environment creates a more appealing environment for female engineers as there are simply more women on campus to begin with. I have a number of female friends who graduated with engineering degrees from there (I graduated from there with a Geology degree). About 11% of all students are engineering majors, 8% of which are mechanical engineers.

Back when I was there they were very generous with their scholariship and aid packages. I'm not sure what it's like post-economic meltdown, but you should check it out