Our daughter has been viciously bullied almost her whole school career and she is only 8 1/2. It has definitely helped her to see that we are on her side and can do something to make the bullying stop. We document what has happened and speak with the teacher(s). If that doesn't work, it has to go up to the principal. Bullies bouncing a ball can become bullies wielding a knife later. I know this sounds extreme, but our children need to know that adults are there to protect them. We always encourage our daughter to say something (and role play at home, so that it becomes automatic) or to hold up her hand (like a stop sign) and walk away, when it becomes threatening/unpleasant, but not direct bullying. Kids want to be able to "DO" something and to see that something is done about it, I think.
