Usually when people make jokes about things I like, I just give a blank stare to the person making the joke, wait a few seconds until the laughter/jokes stop, then just say something like "...Anyway, " and continue with whatever else I was talking about.

It's a subtle, but very effective way at getting people to know you're not amused by whatever they said. If the comment makes you feel upset or depressed, reacting to it only makes things worse, especially when you're with a group of people.
Another thing people do is retort with a witty comeback, or respond by joking about something that that person likes, so that they get a taste of their own medicine.

But, you need to do it quick and in a comedic manner, otherwise they could take it the wrong way and get pretty angry.