Jenn Sterger -- Brett Favre's Penis Is STILL No Laughing Matter

Jenn Sterger's transition into stand-up comedy is going well so far, but if you were hoping to catch her show and hear a few Brett Favre jokes ... she has some bad news for you.

TMZ Sports caught up with Sterger after a set at the Comedy Store in Hollywood. Our guy asked the former sports personality -- who was famously on the receiving end of a some revealing Favre photos -- if the Favre ordeal was part of her act.

Sterger told our photog, "There are better things to talk about than 40-year-old penis."