When is it rude?

Today I was in Banana Republic and wanted to try on a skirt (I didn't buy it, don't worry Brandon) so I went back to where the fitting rooms are. Awkward encounter goes like this:

Me: "Hi, I need to try this on."

Too-cool dude with his too-cool hipster glasses: "I'm sorry, you have to have a reservation to use the fitting rooms."

My joking radar was totally off and I thought this guy was serious. I kind of looked around and awkwardly said, "Oh... um..."

Too-cool dude with his too-cool hipster glasses: "I was just kidding." Cracks a grin.

Me: (awkward laugh, trying to be polite) "Oh... haha.. ha... ha..."

Too-cool dud with his too-cool hipster glasses: (smiling): "Did you think that was funny."

Me: "Ha, oh yeah."

Now here's where it got even weirder.

Random super-pushy girl who works at the store that apparently saw me standing in the dressing room doorway and decided to come see what I needed: "HI" (very loud) "DO YOU NEED A DRESSING ROOM?" takes my skirt from me, completely ignoring too-cool dude with his too-cool hipster glasses. "HERE YOU CAN GO RIGHT IN HERE WHAT'S YOUR NAME?"

Me, darting quickly into the open dressing room. "Krista, thank you."

Super-pushy loud girl: "YOU'RE WELCOME KRISTEN LET ME KNOW IF YOU NEED ANYTHING ELSE OKAY KRISTEN?" (I guess this was directed to too-cool dude in his too-cool hipster glasses "KRISTEN IS IN DRESSING ROOM NUMBER TWO OKAY?"

TCDWHTCHG: (mumbles) "Okay." (louder). "Kristen, it's a good thing we had an opening, huh?"

Me: (pulling skirt on over my jeans to decrease the time I had to spend in the dressing room): "Good thing!" (Skirt was cute but not cute enough to deal with the crazy).

Super-pushy loud girl: "KRISTEN HOW'S IT GOING IN THERE IS EVERYTHING OKAY DO YOU NEED ME TO GET YOU ANYTHING KRISTEN?"

Me: (internal debate, should I correct her on my name or not? do i or don't i? don't.) "Yeah, great, thank you!" (pull skirt off, put back on hanger ASAP. leave dressing room, hand skirt to TCDWHTCHG. "Thank you."

TCDWHTCHG: "Did that not work out for you?"

Me: "Nope, thanks though."

Super-pushy loud girl: "OH DID THAT NOT WORK OUT? I'M SORRY KRISTEN IS THERE ANYTHING ELSE YOU'D LIKE TO TRY ON KRISTEN?"

Me: (backing slowly out of the store): "No, thank you so much for your help!"

TCDWHTCHG: (grins) "Don't forget to schedule an appointment next time, Kristen!"

Super-pushy girl: "COME BACK AND SEE US KRISTEN!!"

So my question is this... at what point during that exchange would it have been appropriate for me to correct the pronunciation of my name?