I'm black, and I can relate to what you're asking. Here's something I did once when this came up.
I was talking to a young hispanic guy on one of my construction projects, and the guy tells me that he's a "Mexican".
I asked him, "are you a Mexican citizen?" He said, "No."
I then said to him, "Well then, you're an American with Mexican ancestry, like I'm an American with African ancestry. We're both AMERICANS, brother, and don't let anybody tell you otherwise."
His whole demeanor changed after I said that to him. He never replied, but I knew that I had just planted a seed that would one day bear fruit.
Here in Kansas, the local Mexicans are REAL Mexicans. Many of our Wal-Mart co-workers don’t speak English. Many of us ‘Anglos’ have Hispanic last names but only a few are bi-lingual, in high demand. Oh well.