you say leave the $+ } in there why?
you could take it out an do

on *:TEXT:Lol:#:{
  msg # $nick We are all laughing at you! not with you! I mean.. With you.. -AhemAhem- 
}

or even

on *:TEXT:Lol:#:msg # $nick We are all laughing at you! not with you! I mean.. With you.. -AhemAhem-

also you may want to make it so people that use color can trigger it by stripping out the color either by doing..

on $*:text:/^lol$/iS:#:msg # $nick We are all laughing at you! not with you! I mean.. With you.. -AhemAhem-

or

on *:text:$($iif(lol == $strip($1),$1)):#:msg # $nick We are all laughing at you! not with you! I mean.. With you.. -AhemAhem-

an maybe add some sort of flood control so people can't flood you out.
an so on....
anyways keep at it we all have to start somewhere....