Definitely do that, I am not much of one for running to the police when something happens but it is always good for you if you ever have to resort to a Ass kicking. Because then the Police know that you have had problems with them and you will have more support by the law if something went down.
I have been in a few situations like this, and the police can help you if you give them a chance, but thats my biggest problem I like to settle things myself. Then I always remember - "vengeance is mine saith the Lord" -
