Oxford Online Dictionaries says:
"The first two constructions, bored with and bored by, are the standard ones. The third, bored of, is more recent than the other two and it’s become extremely common. In fact, the Oxford English Corpus contains almost twice as many instances of bored of than bored by. It represents a perfectly logical development of the language, and was probably formed on the pattern of expressions such as tired of or weary of. Nevertheless, some people dislike it and it’s not fully accepted in standard English. It’s best to avoid using it in formal writing."
My view is that it's best to avoid using bored or boring but I think you're stuck with being annoyed with 'bored of'. Better start getting used to it, I reckon.