Telling a joke the right way is a tough job despite being confident while speaking with proper communications skills and all. There are a few changes you can incorporate to you delivery style and the same joke that was once dead pan will bring on instant chuckles later.
1) Give away details slowly and clearly rather than rushing to the punchline with a lot of details in a small period making it hard for the people to grab.
2) If you are not good at maintaining the pace of the story, don't give details that stray away from the punchline
3) Don't be nonchalant revealing the punchline. Expect a laugh but do not laugh before the audience does.
4) By now you could have understood, build drama and all but the punchline is the most important part that makes people laugh.