I have some experience with stalkers working where I work. Everything that everyone has said about saving letters and such is absolutely wonderful and right. Also contact your local domestic violence center. Often they can help you find a Victim Advocate in the court system to help sign a "Relief from Abuse" form so you can get a restraining order if you want one.
Stalkers can be very dangerous and should not be put off. Unfortunately just ignoring them can often make things worse. Please take care of yourself

Jessica