My Boyfriend Messes with me A lot

So you know how when you're younger and they tell you that when a boy messes with you it means he likes you? Well my boyfriend and I have been dating for almost 6 months and he messes with me non stop. He's always calling me slightly derogatory names but then laughing like it's no big deal. When I try to talk to him abiut it he gets upset because he says that I should know he's messing with me. What sucks is I do know he's just playing around but it still hurts sometimes and it gets old. Lately it's been getting worse and all I want to do it scream at him how much I hate it but I know he'll just get upset with me. There has to be a way I can talk to him about this on a level he would understand.

Any advice?