How can I friend a guy without being shipped?

So basically I have this friend my age who is a guy (let's call him K), who is quite good friends with my brother (call him J). And my bro knows who I talk to. Being brothers he usually teases me about any guy I talk to.

The thing is when I make friends with any guy and talk to them a lot, J and K won't stop teasing. And K's brother too. So basically everybody keeps teasing me about any guy I talk to a lot. I don't even like that person though.
When they tease I'll just say I don't even like that boy that they're teasing about.

I usually hang out with J, K, K's brother quite a lot (we do soccer and K and I are working on a project).

Happens all the time. What should I do?
Updates:
+1 y
Okay. K is a friend my age who's also good friends with my brother.
J is my brother.
K has a brother who also teases me a lot.
How can I friend a guy without being shipped?
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