The Protection from Harassment Act 1997
The spirit of the Act is to deal with unsocial conduct occurring on at least two occasions in which a person is subjected to persistent and often obsessive behaviour causing harassment, alarm or distress outside existing civil and criminal law.
The two occasions do not need to be the same incident, for example one can be a phone call, the other being followed. However they do need to be reasonably close together in time.
A police warning might be enough to stop it, but the power is there for the police to arrest if necessary.
The power of the Protection from Harassment Act reaches into the civil law as well as the criminal law.
If you don't want to take action through the police, you can go to a solicitor and obtain an injunction through the civil courts, although this will cost.
A breach of restraining order or injunction obtained either through the criminal or civil courts is an arrestable offence and is liable for up to five years imprisonment.
Definitely go back to the police