Your boyfriend said that he wasn't going to get you a present for your birthday. He said it as a joke, but you don't think it's funny. You say this.
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Say this when someone makes a mean or teasing joke about you. "Very funny" actually means that you don't think the joke is funny.
This is an example of sarcasm.
When you really do think that a joke is funny, don't say "very funny". Instead, say something like:
That's pretty funny.