Again, depends on the situation and the intention of the other person. In my younger single days, I would definitely have gone along, if for nothing else than just to see how far this person wanted to take it. If its menacing, then acting like it has no effect is the best recourse. Act like you've heard it all before, and can't imagine why they're wasting your time. They'll get bored and find someone else to annoy. Last resort would be getting security or someone else involved.