Sould I worry that i'm being stalked?

I think you should be really worried. If he is just telling you that he still loves and misses you, that is ok. For me that is just a normal behavior of someone who wants to win back the person he/she loves. But your ex is telling you that he is pissed. So it means he is already very impatient and he might do something drastic just to be with you again. That is not normal anymore. You should inform your family and friends about it. And be sure that you are not alone when you go out.

Well if he is still dating someone else, that's just wierd. And you don't want to mess around with someone who is acting both possesive and wierd. So, I think you should take it seriously, but not scare yourself silly at the same time. For now, arm yourself with information. Print out all the emails he sent you and you replies, even when he just sent you copies of the same thing, the time stamps on them will show how many times he tried to contact you. Also write down every time he tries to contact you by phone or in person, list the time of contact and content of the conversation if you speak to him. Send him an email clearly stating that you do not wish to see him anymore, don't bring up anything from your relationship that he could latch onto to try to "fix". Just say something along the lines of, "it didn't work out, I want to move on with my life, and I would like for you to not contact me anymore because I feel you are threatening me, I will not respond if you call or email". Keep a copy of this email for your file as well. After that, don't answer his calls or emails, but keep track of them. If he shows up at your door or work again, call the cops. Then go get a restraining order against him using all your collected emails and phone records as proof of his intrusion into your life. I certainly hope it doesn't come to that, but if you are prepared, it will be easier for you if you do have to go to court over it. Good Luck.