Threatened For Making Complaint

Worked in a supermarket. Had a problem. Wanted to make a complaint to the company but someone else got it in the head office and returned it to local people. A woman, trainee manageress came personally to my door one evening. The way she knocked on my door was very harassing. I did not open the door but told her to write to me if she had anything to say. My problem was with the store manager on sexual level. Few days later I got a letter where I felt threatened as I was told an action will be taken against me if I contact any directors or chief executive with this matter. What shall I do?

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