There is a block option in your profile you can select people you have blocked if you want to go that route. Other than that is there report button underneath the message? I haven't used personal messages on here yet.
Christy82 you were already explained this via your PM you sent. Please do not continue to create multiple threads on the same issue after being explained this. There is also a link at the bottom of the page that allows you to notify someone "Contact Us".