Robert Heinlein had a really interesting analysis of humor in his book The Moon is a Harsh Mistress. Mycroft, the sentient computer, wanted to learn more about what a "joke" was, so Manny and Wyo input a whole list of jokes. From his response to different types of jokes, Wyo decided "He" was actually a "She"...

Mike also classified the jokes into different catagories which can also be used for humorous songs, referring to jokes (and/or songs) with a quick, obvious punchline as "Funny once..." vs. those with a sort of perennial humor about human nature that can be laughed at again and again. I keep thinking "Funny once, Mike" when I hear the fifty-thousandth repetition of "The Rolling Mills of New Jersey" or other parodies that are fun the first one or two times you hear them, but quickly pale after the umpteenth repetition!

I don't think this is gender linked, but I'm female, and I notice most of the folks who keep requesting those "funny" songs over and over are guys...