I perform stand-up comedy a few nights a week. I completely relate to this. Whenever I "bomb" a joke now I'll say something like, "Well everyone, you just witnessed the first, and last, time I will ever say THAT joke" or "Well, THAT didn't work!" and I'll always get the laugh.
Classic beginner's mistake is to try to make yourself "look good" on stage. I did the same thing. Nobody wants to laugh at jokes told by someone who thinks they're better than the audience :)
I go to every live standup show I can, especially small ones where new comedians are learning the craft. Being in the audience when one is bombing is incredibly uncomfortable (probably not as much for the audience as for the comedian, but still...).
I like it a lot when the comedian "acknowledges the suck" in a way that isn't self-pitying or audience-blaming. It really decreases the discomfort level a lot.
The audience is (usually, anyway) on the comedian's side and wants the comedian to be successful, so doing that makes the "we're all on the same team here" aspect more overt.
Classic beginner's mistake is to try to make yourself "look good" on stage. I did the same thing. Nobody wants to laugh at jokes told by someone who thinks they're better than the audience :)