to decide what's worth pursuing, in my experience those private conversations are where guys can learn best. I've been privy to those conversations before, and it makes a big difference when I say something about it. When guys are told that their "private" conversations are wrong, for whatever reason they seem to listen better.
It might be because I am a guy, and hearing that I'm not okay with it makes them think. I don't know. But when they finally realize it's not okay even in private, they sometimes try to stop thinking a certain way, which I think helps influence them in other areas of their life. I explained it to one guy like this: if you wouldn't say racist things in public, how does it make it okay to say those same things in private? It made him think, and I'm actually kinda proud of him, as he's changed his ways of thinking a lot and I've heard him speak up now too.
I think part of the problem with sexism being so persistent in our society is that men are encouraged to look at women in two different ways, one public and one private. I've had guys say things about women to me that they've admitted they would never say around a woman. There's a lot of things that encourage thus, from jokes on tv (just saw an episode of Tosh.0, and that's a nasty example of this if I ever saw one; people are encouraged to laugh at sexism and racism and all sorts of crap in the privacy of their homes) to the porn industry to just average guys who like treating women that way, but know it's not publicly acceptable.
Those private conversations are more than just guys being crude; they're an entire way of thinking. A couple of comments reminding them that sexism isn't okay anywhere, not just in private, can make a difference.
Edit to add that shutting down private sexism doesn't make you a "miss priss", if there's such a thing. You're doing the right thing, and screw the guys who can't understand that, as far as I'm concerned.
Edit again to add that that may have come across badly. They're still friends. Sorry if that was a bit much.