First, figure is it really bullying, or is it a rare occasional minor tease. Most of us, kids and adults, get teased a little bit from time to time.
If it is small things (and not upsetting you too badly), you can try to ignore it. Usually the person doing the bullying does it because they are extremely unhappy people in some regard, and they bully to share their misery. Being popular and laughing at other people's expense does not actually mean these people are happy.
If it is really bothering you, you can try talking to them when they aren't with a group. There is a chance that maybe they are just playing around with you, and don't realize how badly they are bothering you. If this is the case, it may stop.
If you have tried ignoring it, tried talking to them, or if it is just severe and upsetting you, talk to your parent, teacher, guidance councilor, coach, or another trusted adult that will be willing to stand up for you AND follow through on things. Sometimes bullying can be a hard road, so just saying something once won't cut it. If the person you go to won't help, try another. Someone will listen.
If it continues, don't feel like you have to cover it up and just keep taking it. It can wear you down. Sometimes people that are being bullied just give up and take it for various reasons. They don't want retaliation; they don't want to keep bothering the person helping them; they just get frustrated by it. Just remember, if you are being bullied, your parent should want to help you. The school is supposed to help you, it is their job. If you keep open lines of communication, the adults in your life will know if things are going too far. They can even take it to legal authorities if it reaches certain points. Many states are passing laws to protect you when these things happen.
