Are your colleagues 5 years old? I've never heard of such a thing amongst adults. I agree with some of the others' posts. Even though they are clearly offensive, this is a moment where you can take the moral high road but yet make a strong impression on them that their actions are NOT accpetable. I would say something like "Look, I won't take what you did the other day ever again. It was not funny, I don't feel comfortable at all working with people who don't respect me."
I don't know what kind of a company you work for, but if it's large and has an HR department, depending on how you feel, you could say "next time I'm filing a compliant" or somesuch.
Sorry you work with such jerks.
