Illinois  |  Sexual Harassment

a coworker of mine drove around the town I live in until he found my house. It was in the evening after work. He was upset because I hadn't said hi to him in the hall that day. He also stated that if he wasn't married we'd be dating. We are not friends just coworkers. I reported the incident the next day, but was told I was trouble and to pretend it didn't happen. I try to avoid this person at the office he gives me the creeps. I feel sick every day and don't want to be there. What do I do now?