Are all death threats taken seriously? What can I do to protect myself?

Drama. My roommate and I had been fighting like cats and dogs. It even had gotten physical a couple weeks ago, where we were slapping each other. A little background: I'm 26. He's 22. We had been platonic friends for three years and decided to rent an apartment together. He was initially on the lease but because of a horrid credit score, didn't qualify, so my name was on there only. Okay, so in three years never anything as much as a kiss, and the night before we moved in we have . But that's not the clincher. I recently found out I'm 5 weeks pregnant. Haven't told him either. Well this morning, I sent him a pretty lengthy facebook message, just explaining how he hadn't been carrying his weight, but as his friend. He spends 6 nights a week over other people's house, wasn't contributing to groceries, utilities and other household items, so I called him on it. He didn't even read it, but called me and said, to tell him instead. I told him, I couldn't (I was on another call with the bank) so he texts me, saying he no longer liked me as a friend and was moving that week. So, I told him---fine, come get your stuff. I guess this made him madder, since I didn't beg him to reconsider---so we start text arguing and he then says he's going to "get me with no remorse", so I call the police, who come and say there was nothing they could do unless he was there being belligerent. So, the cops leave and 30 minutes lata, my roommate shows up...comes in....gets in my face and says, "I will KILL YOU BlTCH!!" and takes my cell phone and throws it against the wall. I run out the apartment and call the police....where they come back---and stay until he removes his things. He's gone now...and I am at a lost. How did me sending him a mild-toned, friendly letter on facebook (that he never read) turn into him threatening to kill me?