A lot of people wonder about that, Catherine P.
Having two godly parents and one female is a way to think of it. Another, more gross sounding way is that Hephaestus does some stuff with the female mortal, then leaves. ( The female then thinks he sucks for doing that and leaving. ) Then Pan comes and does some stuff before I, origanally a son of Hephaestus, am born.
Hope that helped.
