There's a report button on PMs. Sadly, I don't think you can't put any explanation on it, but it'll allow us to know to look into them (it looks like you've done that). Posting here is also perfect, because we'll go peek in your inbox and find who'd being a
jerk and stop him/her.
Basically, you've done everything right, and he won't be sending you any more PMs. If he does, please tell us because that'd mean there's be a glitch in the system that we need to look into.