No, they're laughing with you.

Girl #1: I can't believe I drank eight beers last night at the club!
Girl #2: Beers are high in fat! Did you know that each one has eight grams of fat in it?
Girl #1: Oh my God! That means last night I had ... (very long pause) ... 36 grams of fat!
(Everyone listening bursts out laughing.)
Girl #1: (whispering) Do you think they're laughing at us?

-- Train to London, overheard by Ryan