Bottom of the page you can use to contact the Admins.
"The personal messages system is meant to allow the players to communicate with each other. It is strictly forbidden to use this system to send out-of-character advertisements, any kind of spam, or any content or material that could be judged as offensive by the receiver and the SW Combine Administration."
If it's the occasional individual IC threat, suck it up. If it's repeated and potentially abusive, report it to the assistants e-mail address. They can look at your DMs, check up who's sending them, and warn that person if they feel it's crossing the line.