I think the best thing you can do here is become well read, and learn to use your words. I agree with what has been said already here, you can't force being funny, it won't work, and you also probably won't gain a lot from watching stand up (although you will be able to see some things, such as timing, etc.). It helps to know what's going on in the world and a lot about current events, pop culture etc so you can make funny references when things come up in conversation. You gotta know what's going on, or you won't be able to say anything relevant other than bad out of context forced jokes that have nothing to do with what's happening in the conversation.
In reality, being funny at a party or in a group just comes down to the way you handle your words...you can make a lot of things funny by the way you tell the story. People who aren't naturally very funny tend to tell stories in a very matter of fact way and then try to add a punch line or something, but it's really not about that. It's about the delivery, and some people either have it or they don't.
You can improve of course by learning to spin yarns. Take a simple, boring, standard story about a dude getting drunk and throwing up for example. That's not that funny in a 'omg this guy is hilarious' kind of way, but if you're a funny guy, you can spin it to make it sound really hilarious in the way you describe the situation, you have to be a storyteller, not a fact giver. Some talk radio hosts are good at this, and some of them can be quite funny, this is afterall what they are paid to do...you may learn a thing or two from listening to some of em. Being funny is about being an observer. It's not for everyone. Some people just don't really think, aren't that analytical, don't really have a lot to say or can't spin things around into ways that are funny or interesting. You have to be true to yourself here.
Tread lightly. Most girls aren't expecting you to be a comedian. It's fun to be that guy, and you can get attention from it, but it's more important to just not take yourself that seriously, and that counts as a 'sense of humour' for a lot of girls.
