If you think he's gotten some kind of password from your gamespy account, or anywhere else, you should also think about changing your passwords that actually matter, like banking, email and so on.
Other than that, you should definitely be reporting this to Gamespy, for a start. I also think that the admins here at BF2S will be a little unhappy with their site being used for extortion, and my crystal ball tells me that this Bleh character is likely to face a ban, hopefully they'll be able to trace an IP or something.
Fact is, what he's doing is illegal. Were it not something so trivial as a Gamespy account (which I can't think is worth the hassle), you could get the law involved, in which case Bleh's IP could probably be tracked down and his ISP ordered to withdraw services. (You'd be surprised how willing ISPs are to take internet access away from people who are breaking the law on it. They're terrified of being implicated as accomplices in things like fraud, extortion, kiddie porn and so on.)
Anyway, I wouldn't worry too much. Make all your other stuff secure, and get your anti-virus searching for trojans and so on, and you should be fine.
