Below are some useful web links for information on teasing:

http://thestir.cafemom.com/big_kid/105581/teaching_kids_to_deal_with#comments

http://www.wikihow.com/React-when-Insulted-or-Teased

http://www.cyh.com/HealthTopics/HealthTopicDetailsKids.aspx?p=335&np=286&id=1625