What can be done if threats have been made in IM?

I have been recieving haring IMs from someone who will not identify themselves. They have made threats. And they keep trying to har people who are in my group of friends under several ID's. They have also hacked into the account of a friend of mine, thus gaining access to everything that my friend was emailed. Is there anything that can be done about this? If so, what are the steps to take? Any help is appreciated. Just in case you are wondering, I did archive the IM's.