Under the forum TOS, you are not allowed to call out other gamers or post personal information. It will soon be removed by a moderator.
But don't worry, as long as you don't give out your Windows Live ID and/or password, your account cannot be compromised. This sounds like one of the dime-a-dozen cases of empty promise cyber bullying. Unfortunately, it is something you might need to get
used to when playing over live. Just file a complaint from your system.
If the person making the threat has had contact with the poster over facebook or on PC he might have his I.P. address in which case he could specifically target the poster to obtain his log in details which would be quite easy if his PC is not protected.
He gets in, changes his settings, installs a key logger and waits.