The opposite sex tells jokes to comfort girls. How should girls reply?

You can say: 1. I really didn't laugh at you, but I thought it was a serious compliment. You are so excellent that I really admire you. 2. Really? I won't laugh at you. I don't think so. We are real friends first. How can I make fun of you easily? Don't make our relationship so awkward. I'm not laughing at you. I think you are a very modest person, which makes me think you are a lady.