If someone says they will cut themselves if you stop talking to them what should you do?

Before this guy that is terrorizing me said he would kill me if I stopped talking to him. Now, he said "I could never kill you because I love you." and he went on to say he would cut himself if I stop talking to him. I want to get rid of this creep!!! What do I do? Do I have grounds for a restraining order? If I showed the judge the print outs of these conversations on Instant Messenger could I get a restraining order?