Well it depends how explicit you have previously been about not wanting him to get in touch. If you think there is any way that you have given him the wrong idea, led him on or let him think this behaviour is OK then you need to tell him once, very clearly exactly what you want and then never contact him again.
If you believe that you have very clearly sent this message already then don't give him the satisfaction of a response again. Just start collecting up info and then take it to the cops. A stalker wants to get a response from you so the most frustrating thing that can happen (from his point of view) is if you never reply to his messages and never pick up the phone when he calls.