You have to worry about the morons that DON'T make threats and just act. The ones that make the treats 90% time don't have the skills to do anything.
Seriously, you can't do anything unless someone does something. Then you can go to your State Police or the FBI if it crossed state lines.
The best thing you can do is harden your systems;
- Upgrade to the latest release of UBB.classic
- Upgrade all the other software on your server to the latest releases
- Use difficult to guess passwords for all your admin accounts. (Use combinations of letters and numbers.)
- Use a different password for your FTP than your admin accounts.
- Delete any admin accounts you don't need.
- Turn off images in signatures if enabled
- Turn off HTML (it should never be on anyway.)
- Enable member moderation and carefully review all new members
- Update your anti-virus and firewall