Report him if he sends multiple threatening letters.

Road Runner
http://www.rr.com/
Road Runner Headquarters
13241 Woodland Park Rd.
Herndon, VA 20171
(703) 345-2400
abuse@security.rr.com
abuse@rr.com

Submit a tip: https://tips.fbi.gov/
If you get hurt at least there will be a record of abuse, it's free and could help catch someone who could be potentially dangerous.