Worried and a little scared. What should I do?

A month ago I made friends with a guy names *paul*. When I first met him, he looked a little down and was alone at a coffee house, I made conversation with him, and we have been friends since. About a week after or inital meeting he invited me out to dinner, I accepted, and when were there he said how pretty I was, and how he wanted to go on another date. I didnt waste any time in telling him how i was looking for friends, but not a boyfriend. I apoligized for giving him the wrong idea and we laughed about it. Since then he has been putting himself down a lot, says no one will ever want him and that he is a loser. At first I tried to tell him other wise and he would just say "then why dont you want me?" He began to get a little scary about it, he would call excessivly and if I told him I was meeting a freind for drinks and I was unable to see him, he would go to the resturant I was at and invite himself. What really scared me is when he called and I had plans, I said I would call him the next day. When he asked where i was going, I lied. I guess he checked that place later that night, expecting to see me. When I wasnt there he called my call phone and started to tell me I was him only friend and that i didnt care about him and he was going to kill himself. He sends me emails that are graphic, telling me the things he wants to do to me sexualy. And he has shown up at my work many times and left notes saying how sad he is and that he doesnt want to live when i dont return his calls. I want to file a restraining order, but worry it would through him over the edge. I am really scared, I am a single women who lives alone. He knows where i live, my work, my phone numbers. Everything!!! I dont even know how he found out my email, or my work place! I think he has been doing his research, and that worries me even more. How do I put an end to this???? Its only getting worse, he is sending me gifts a lot and coming to my home without an invite. Please help ASAP