Person said ladies probably want to off themselves after having with me?

How should I take a comment like that? I try not to get offended but stuff like that just ruins my day. Also, my current girlfriend is making jokes about me saying that I'm the type of person that "takes" jokes, I've already made up my mind I'm dumping her, so I am ignoring her, and she is saying she is getting depressed. What I do not get is, whenever I make fun of someone, they act really offended. Why can't I do the same thing? Some people wonder why I do not like to socialize, yet time and time again I run into bullies that think they can be a loud mouth towards me. I really have a lot of hate and redemption towards others. I am trying to figure what people like this do. I think what they do is just bully, and never let up no matter what the response of the other person is, because they think they will degenerate. I dunno, I just want to be left alone sometimes. Because of bullying I have encountered over the years, basically every new person I meet I just want to hurt and take advantage of them. Some people I meet truly do respect me, but they are usually foreign, I really don't meet any white American people that like me. It's not just the comment above that bothers me, it's other comments I have to face. I should probably just man up and try to embarr him in a tactful way in public maybe? This one person I know does not take his **** and attempted to do the same thing, and I have done the same thing many times, but it is just a cycle where that person fails to adjust his behavior, thus it gets annoying to always have to stand up to somebody to tell them how foolish they are, which makes me feel like a fool that I did something about it. This is a colleague.