Knowing him, I'm sure he's not doing it to be hurtful or because he doesn't think of her as your girlfriend. So, since it really bothers you, you should (politely) make your preferences clear: "Dad, I wish you'd introduce Wax as my [girlfriend/sig other/partner/other noun]. I'm certainly not embarassed about it, and telling people she's just my friend bothers me."

Otherwise, you'll just fume about it and he'll have no idea why you're so pissed.