Who should I contact if I feel that I am being discriminated against by my employer due to my sexual orientati

I have worked for my employer for six years, in the last six months we have gotten a new general manager and a new district manager. They are constantly talking about getting rid of me to other employees, not to mention, making coments like ';you can not ask gay at work';, or ';you are a girl so you should dress like one, and not wear mens clothing to work';. Who should I contact with a complaint of this matter.