In addition to the advice you have already been given, here's another piece of advice that would be worth remembering just in case this buyer does turn out to be a bit of a nutter who just won't stop harassing you. It will also serve you well in the future should you be unfortunate enough to experience a similar situation with a different buyer.
When a buyer starts leaving abusive/intimidating messages add them to your Blocked Bidders list as has already been suggested, but if at any point prior to doing that you try to reason with the buyer in an attempt to resolve the matter amicably make sure that your replies come across as calm and factual. At all costs avoid saying anything of a retaliatory nature that is only likely to enrage the buyer further. Problematic buyers can often end up leaving negative feedback, so in the event that the buyer leaves unjustified negative feedback get onto eBay's Customer Services as soon as possible after the feedback has been left and ask for the comment to be removed. Emphasise to eBay that the buyer has been harassing you on a regular basis and draw their attention to the messages in question. If you can prove to the eBay representative you're speaking to that you didn't say or do anthing to provoke that feedback and eBay end up concluding that the buyer has overstepped the mark and/or breached eBay policy relating to feedback left then they may well remove any negative feedback left. In such a situation the removal of negative feedback would also automatically include removal of the associated defect on your account, so all you need to do after that is ensure that you've added the problem buyer to your Blocked Bidders List so that they cannot purchase anything else from you at any point in the future.
Unfortunately you may continue to receive further messages from the buyer for a week or two after adding him/her to your Blocked Bidders List, but once the blocks have kicked in you should not receive any further messages from the buyer you've blocked. On the other hand, if you were to add a buyer to your Blocked Bidders List before they had even entered into a transaction with you - for example, if their questions via the Ask Seller A Question link had made you wary and you had a gut feeling that they could end up being problematic - then the blocks would kick in straightaway as a result of the fact that in that situation the potential buyer had not yet purchased something from you. In that type of situation they wouldn't be able to purchase anything from you or contact you again, especially if you've got the "Don't Allow Blocked Buyers To Contact Me" option activated on your account.
With regards to the "Don't Allow Blocked Buyers To Contact Me" option you only have to activate this once and it will stay active forever, or until you change your mind and decide to deactivate it, so you would not keep on having to repeatedly activate it every time you add a person to your Blocked Bidders List.
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