It's a difference whether they laugh at your opener or at you
Generally, it's good to make chick laugh, but at the time not to making clown from oneself.When a girl you approached laugh at you, you can always say something like this: "It's good you laugh, it's known people with sense of humour are better at bed" or "It's good you laugh, I appreciate women with sense of humour".
Or it can be just a shit-test. A girls wants to check whether you have balls. When you lose confidence after she laughs at you, you lose also your chances at her.