If you heckle a comedian, the comedian engages and you leave in a huff, demanding your money back, you're wrong. Even when it all started with a rape joke.
Everyone has a subject that hits close to home - jokes about race, gender, disability, DUIs, overdoses, pedophilia and almost any other topic can seem completely unfunny to someone when it touches on something horrible that has touched them. But life is horrible. Awful, tragic things happen all around us every day. That's why we have comedy - to poke fun at those horrors so they become a little more bearable.
If you find a comedian's material distasteful, the appropriate response is to let a manager know. I know someone who can no longer perform at a certain club because of a single complaint about a racy joke. When you start disruptively shouting mid-act, you lower your legitimate concerns to the same level as the idiot guy who hurls a chair because the comedian dissed his sports team.
And for the record, I think 99% of all "jokes" about rape are unfunny ramblings of the guy onstage's issues with women and power or a very cheap way to shock the audience into laughing. I saw Daniel Tosh working out that bit a few nights ago, and it's about a pedophile getting raped in prison. And it's funny. Comedy Groupie lough out loud funny.