read this interesting articile

"Many researchers believe that jokes come from the unexpected. As humans we have a brain that can try to 'predict the future', for example when catching a fast ball our brains have a simple learned mathematical model of the physics so we can predict where the ball will be and catch it. Similarly in stories we have a feel for where it should be going, and when the story takes an unexpected turn, we often find this funny. The shaggy dog story is an example; it's a long series of parts of a story that build our expectations, only to have the end prove us wrong. We laugh (or groan) when the unexpected twist occurs. It's like the ball suddenly doing three loop-the-loops then stopping in mid-air. It's not what we expect. It's against the rules and we see that as funny. "
(from http://www.cs4fn.org)

its a pretty good situation to think off when your out in the clubs.

This is very true. People seem to say that a person is funny when you can't really put your finger on why

some guys spend a lot of effort with deliberate jokes, which are funny, but these are not the guys who 'are funny' (in a way that girls like).

if you can incorperate this priciple in your stories, YOU will be funny, not your material

good article thanks for posting

While there are a lot of books and articles about how to be funny, I like Scott Adam's take on it. From his book "The Joy of Work" pg 200:
Scott then goes on to suggest the "two of six rule" where humor contains two of the six dimensions of humor.

The Six Dimensions of Humor are:

• Cuteness
  Meanness
  Bizzarreness
  Recognizability
  Naughtiness
  Cleverness

If you want to learn to be more funny, I'd suggest you pick up his book at check out chapter 8.