Given you only care to express that you dislike it, you should ignore or make a gesture/noise dismissing it. He may continue to make these comments a few times more, but it'll naturally stop over time once you stop feeding into it.
Some ways you could dismiss it:
- Ignoring the comment completely or immediately changing the subject
- Making a "Hmm" sound acknowledging the comment but not responding to it
- As CrazyCucumber said, suggesting that thinking about your coworkers that way is weird ("Eh, I feel weird thinking about my coworkers sexually")*
* I'm not a huge fan of this one in all situations. If the person is very macho/overbearing, this might come off as looking down on them while a more logical/mindful person won't.
The reason I suggest dismissing it instead of directly addressing it is because addressing it will definitely put them down even if it's a subconscious feeling to them. It also has the potential to have him label you as a spoilsport.
I'd like to add that a fair amount of people who act this way will react negatively in the sense that they'll view you as being negative. Directly implying that their behavior is wrong will lead to defensiveness and not learning. Using less direct, but still obvious cues (ignoring, acknowledgement but no response, or a comment about how you "don't get it") can be much more effective.