One of the most annoying things that someone picking up women will encounter is the awful distraction from the other guy.
He'll give you an insult, in the hope that he can grab the girl you're with.
Now, if you ever come across this situation, do one thing: Laugh it off! If he gives you a rather mean or crude insult, laugh with him! Show the girl that you have a sense of humor (and that you can laugh at yourself) and show the guy that he can't bother you anymore.
Nine out of ten times, by simply acknowledging what he said was 'witty' and displaying no signs of being disturbed, the guy will back off your case.
To make sure that he does, go straight back to talking to your girl, or, the group of girls that you're with.
This makes his insult lose that power and show the guy that he's not going to be able to 'steal' anyone from your group.
This not only helps with your dating, but you will also spare yourself some rather undesirable situations by reacting positively.
If you react negatively, it could result in an altercation, or the woman you're with having second thoughts about you.
This helps you display an 'alpha male' charisma to yourself, and it shows everyone, your group included that you are the leader.
In fact, by laughing, you're giving him exactly what he doesn't want, your approval! If you have a sharp wit, you can even round things off with a snappy reply to the guy.
This should make the environment even less hostile, and you can go back to talking with your girls.