Pet Peeve #234824908

Nicknames...
When does it become ok for people to call you by a nickname? When is it ok for people to decide on a nick name for you without consulting you? A long time ago a friend started calling me Mo... It never bothered me, actually I liked it. Now, EVERYONE calls me Mo. But "Mon" that's always been a family name and now the folks at work are jumpin on the bandwagon (presumably because of "Friends") but I REALLY don't feel comfortable with that. How do I say that and still be that sweet loving girl that they have come to know and love?!?!?