I would give it one more try of telling him, very clearly, that you are not interested. You don't necessarily have to be mean or rude, just firm. "I'm sorry, but I am not interested in going out with you and I rather you not walk with me anymore." If it hurts his feelings, oh well, as long as it gets your point across. If after that, he still doesn't take the hint, then by all means, contact the police and see what your options are. I would also follow delia's advice, and skittish doe's about making sure your windows are covered so that no one else can look in on you.

I disagree with those who have said you're being paranoid. You're not. If you're uncomfortable, there's a reason. Just be safe, make sure you make yourself very clear, and take the necessary steps you need to to feel safe and comfortable again. Good luck.