Dealing with Loudmouths

Do you guys have annoying colleagues that don't know when to shut up? Or colleagues that acts macho and constantly display the "don't mess with me cos I am a huge ass macho man" attitude? Gosh... I don't know what is wrong with him but there is this guy who constantly trying to mess with me by spouting words to show his dominance or manliness. I really don't know how I should deal with it. I have always given the silent treatment to people who don't know when to shut up. I thought that by ignoring them and not responding to them, they would give up talking shit to me. It has worked on others but I just don't get why it didn't work on him. He prolly hated me for asking if his girlfriend is his older sister back when I first saw him eating with another girl at the cafeteria.