ual Harasment Law?

I have a direct supervisor that has and continues to make ual remarks to me on a weekly basis. He has brought me in his office and has said that his wife does not like that he has hired me because I am a woman. He told me that he said to her that I had nice but was OK to look at. He has told me that the best he has ever had was with a 5 month pregnant woman. We had a company social function (Xmas Party) and told me that he was attracted to me, in detail. I have told him that the remarks were inappropriate and offensive on several occasions and through out the day he retaliates by saying "I don't want to offend you, is that offensive" I have written down every remark in my day planner, I have a witness to some of the remarks as well as a questionable email. I notified HR and stated that I did not wish to file a formal complaint at this time and only told a fraction of the incidents. I am not sure of my legal rights or how I should proceed.