You should confront the bully. If he/she doesn't back down, mention that a discussion in the parking lot after work is an option. No matter what the outcome you should never be the bully or start confrontations...But you should always Finish Them!..ALWAYS. Never be the but end of a bully. End it ASAP and on your own. It is the only way to gain the respect - and maybe, even befreind the bully.