I believe that you are referring to what happens in Chapter 7, when Tom Buchanan and Gatsby are having their confrontation over who Daisy truly loves. In this chapter, Gatsby keeps calling Tom "old sport." Gatsby calls many people that. He calls Nick that at many points, including in this same chapter. It seems that he is trying to emphasize that he went to Cambridge and is therefore classy.
Tom does not like it when Gatsby calls him this. It is, after all, somewhat in bad taste to use a term of friendship like this when you are trying to convince a man's wife that she has always loved you and never loved him. Tom also dislikes it because it is an example of Gatsby trying to pretend to be high class when he is really from a very modest background and has gotten rich illegally.
For these reasons, Tom tells Gatsby not to call him "old sport."