Advising them that content like that isn't allowed on the forum and to refer them to professional help?

Okay.. What I'd actually do is to try to get them engaged with a direct conversation e.g. Via skype. To talk to them about things and to essentially talk them down from the edge. It's important to remember that sometimes people are feeling suicidal because they need attention. I know that's not always the case, and I know from personal experience that when you're truly suicidal it's definitely quite separate so no lynch mobs please