I would seriously suggest you ignore him and go about your life. He either has a health problem, is just unhappy with life, has family problems, etc. None of these are yours to accept any form of ownership. As long as he does not harass you in direct terms, (at which time I would call the Sheriff) I would just go about your business. He is looking for attention and I would not give it to him. We are so fortunate to have terrific neighbors. I guess I will appreciate them more after reading your note.
