If your being bullied ove MSN simply block them and remove them from your contact list and file a report of abuse againest them.
If it's happening IG or even through Forum PM then contact a Forum Admin or a IG Admin and have your screenshots ready so we can take action which would be in the form of a ban.
Simply ignore the bullies and they'll fuck off, responding to them just motivates them to keep on doing it and go even further.