Annoying nickname.

My sons name is David and my MIL calls him Davy. I hate it. I'm to polite to tell her his name is David. She was upset that I named him David because we were going to name him Benjamin and changed our minds while I was in labor. Seems like she is doing this to drive me crazy. She's even introducing him as Davy to his entire family. I don't want him to be called Davy or Dave. How do I correct her without sounding like a bitch? I have asked my SO to tell her but he doesn't think its a big deal. But to me its like nails on a chalkboard every time I hear it.