I can't really say I have the answer to your problem since I'm not quite sure what you're asking in the first place.
But I agree with Hrae when he says that it's about self-confidence. Maybe self-confidence isn't the right word here. But I do think you have to get past the point where you're put off by every little thing that the bullies do. If you become upset at what the bullies do, they win. All they want is to get a reaction out of you. You have to realize that what they do is because they have nothing better to do so they have to pick on someone in order to make themselves feel better. When you show that you don't really care what they do, they lose interest.
@cillia: Have you told your friends they need to stop hurting you? If you haven't, then tell them. If you have, then maybe it's time to evaluate who your true friends are. Joking is no longer joking if you're actually getting hurt.
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