I'm guessing that the best resource for you is going to be Non-Traditional Employment for Women, as they are likely familiar with cases such as yours: www.new-nyc.org/
It is very hard to prove discrimination when you don't have more information about who else was considered, etc. It certainly does sound like they were hesitant to hire a woman for that position, but you will need to prove discrimination. I'm assuming that all along they knew you were a woman, and thus the shock shouldn't have come at the end. Hopefully NEW will have information about how best to pursue this. If you really do want the job, you might also just consider writing them a letter restating your interest in the job as well as the fact that you wouldn't consider applying if you weren't one hundred percent confident that you could do the job. Perhaps they are also just confused about your interest in what has traditionally been a male dominated job?