I know very well how frustrating that is.
When I was in North America, I dealt with a lot of guys thinking that girls from where I come from are "liberal" and "free-spirited". And those where the ones who knew where the country is or that it is a country
The others asked me if I'd ever eated ice-cream or used a computer...
Here in Germany I've dealt with questions and assumptions, too. Some think I must be extremely intelligent and well educated, others wonder if I married my hubby to come to "the Golden West" as they called it. Or there are the people, who know a lot and don't really go into stereotypes and still get all surprised that I don't like fish, am not a great skiier and actually do get cold at times
I tend to agree with Red, if you could learn to feel a bit more comfortable with your heritage (you don't have to love the country or want to go back, but you can be ok with your heritage - after all, it's a part of you and always will be), you might find that it's not such a problem anymore.
Be direct and matter of fact, don't make a secret out of it. Then, the guys who have a problem with it - well, they don't deserve a great girl like you anyhow and you can be happy to find that out early on.
Don't take one strange/odd comment the wrong way, though. Those can happen. I know my DH has made a comment or two about my nationality, some funny and cute, one or two not so much, but it was out of nervousness and trying too hard to be funny (when we were first dating
- it was a strange transition from friendship to "in love" and at times neither of us knew what to do