Wow. Hate to weigh in as the minority here...but, I wouldn't have EVER said anything to a boss, etc. This guy will get in serious trouble, probably, for something I bet wasn't meant at all.

Now, I am NOT saying sexually offensive jokes have their place in the workplace, but, sheesh, it might have been an 'innocent' but, inappropriate, comment.

I would have sent an email back and said, "uh, I bet you didn't mean to offend me, but, you did. I don't talk like that, email like that, and would prefer if you left me out of that sort of stuff".

Of course, if he continued to be like that with you, I would have said something to someone.