Basically it's not sexual harassment until some one complains. Obvilously there are things that are clearly sexual harassment but I don't think this is. It is appropriate to approach the person and inform them that they are offended by the comments. If it continues, go to your boss and inform that you have already talked with the person and they persist. If it continues, go to HR and inform them of the situation, times, dates and details of what was said (as accurately as possible). If HR does their job, they will investigate, interview everyone. Make suggestions for more training, for management to be more vigilant, even to terminating employment.
I guess this is one benefit of being employed by such a large company (over 100,000 employees around the world). I have in the past make complaints that went up the chain like this.
