Well, your reaction is excactly what's making them do this again and again, but I guess you know that.
If you tell them how you feel about it, then it could go both ways: If they are decent people then they will stop it, if they are not then you'll only be giving them more ammunition.
The absolute best response is to not show them how their words are bothering you. Then they will quickly tire of it. If the others at work are treating you well, then there is no reason why you should care about these two individuals. Easier said than done, of course. I really wish I could make you tougher! :twisted: