If you feel uncomfortable reading his e-mails - then don't! And if this is the only kind of material he sends you, just delete his e-mails before you even open them. The Bible is blunt: "Avoid every kind of evil" (1 Thessalonians 5:22).
Much good has come from the Internet - but unfortunately, so has much that isn't good. I am staggered by the stories I read about the amount of pornography that is available on the Internet, as well as other things that appeal to the darker side of human nature (such as gambling or occult practices). Not only should we avoid these, but we should take steps to be sure our children don't have access to them as well. Be a good example to your children in these matters, and let them know why you're concerned about them.
You may be right; your uncle may simply enjoy embarrassing you. (You can check to see if he forwards these jokes and stories to others also.) He may even hope to get you to compromise your convictions by getting you hooked on them. In any case, you should let him know your feelings, and take steps to block them if he persists.
The deeper issue, however, is your uncle's attitude - not just toward you, but toward Christ. Pray for him, and ask God to give you an opportunity to talk with him about his need of Christ - not out of pride on your part, but out of love.