There are three common uses for the expression "You got me".
- Someone asks you a question and you don't know the answer .... You got me (means you asked me a question that I can't answer)
- Someone tells you something that is almost impossible to believe and what they told you is not true and they told you just for fun, just to trick you or joke with you .... Wow, I believed you, but now I realize or understand that it's not true .... Wow, you really got me (tricked me)
- "You have got me/You've got me" is used when you try to convince or assure someone that you are on their side, you are committed to them .... Don't worry about your problem, you've got me (I will help, support, defend, stand-by or stand up for you.
[There was a very popular song in 1965 called "I Got You Babe", by Sonny and Cher. If you listen to this song, you will understand this particular use of the expression "You got me".]
In your example, the lady is telling Michael that she belongs to him because he is supporting her financially, so she will stay with him.
There's an older popular English song called "I've got you under my skin". In this case it means that "you are a part of me, I think about you always, thoughts of you and caring about you is part of my being."
CORRECTION
A couple of suggestions regarding the wording of your question:
I saw a talk show on TV that lady asked Michael Jordan a question of money,
I saw a talk show on TV IN WHICH A lady asked Michael Jordon a question ABOUT money
Michael Jordan said I make money for you!
Michael Jordan said, "I make money for you!"
then lady said: you got me!!!
Then THE lady said, "You got me!!!"
then they laughed ( If my memory is right)
Then they laughed (If my memory is right).