Sometimes... especially in this case... being the target is OK.
Sure you can try to teach a kid to do exactly as Wilomn has stated... but why don't you at the same time teach them that being themself is not OK? That is after all what you are doing anyways....
Your kid may get his little hiny kicked... but guess what? In life your kid will win. The bully knows that. why do you think the bully want's a piece of your kid in the first place?
REMEMBER, Life is supposed to hurt. How else would you be able to appreciate the good things?
Just my 2 cents.