You know, there really isn't one simple easy solution to this.
First thing's first, don't laugh it off. You probably laugh along while they laugh at you and just turn away when everyone's done laughing.
Second, if you're serious (and I don't see why you wouldn't be) about stopping this, answer these next few questions (both to yourself and on here). You really didn't provide enough information for a serious "diagnosis" lol.
-Do people simply tease you or actually insult you.
If they tease you then all you have to do is tease back and before you know it you're good friends. That's happened to me a few times lol. For some reason, I highly doubt that's the case though.
If they actually make fun of you then you should probably answer these next two questions:
-Who exactly is picking on you? One person, a single group of people, or a larger majority. If it's one person then just directly confront him with a serious tone. If it's a group of a few people, it's the same idea. Find who their "leader" or their "alpha" or whatever, and confront him. If he stops, the whole group will stop. If it's a large amount of people then you may have to work on yourself.
-What exactly are they saying? If it's for example your clothes they're making fun of then consider their argument. By no means am I advocating to follow everyone else, you should wear what you like, but there's always some truth in every joke.
Once again there really isn't much information for me to try to really help you. If it's more than playful teasing then you more than likely have to work on yourself, not just on the bully. If anyone else with personal experience would post it would greatly help, I was never really bullied so I'm just saying what I would do if I were in that situation.
Just a side note, the cause is obviously more profound than the occasional "not funny jokes." Everyone's experienced that. A "funny" person can make a terrible joke and people would laugh while a "not-funny" person can make the world's best joke and only get a chuckle out of it. So don't worry about the jokes for now lol.