If he is violating the order by contacting you, then you need to be notifying police or the court. If contact by phone is allowed, then the content of the messages becomes the crux of the issue. Statements that he will "make life miserable" aren't going to meet a standard high enough to be considered threatening, unless there is some specific reference to violence against you or your new beau; however, repeated messages, regardless of the content, might meet the standard for a charge of harassing communications. Keep meticulous records of the calls and phone records and see if you can get a charge for harassment.
Also be aware that even though he might be violating a court order, YOU violating one too isn't going to help if he decides to play hardball in court. You can't expect a court to enforce it's orders against one naughty party, yet allow the other to face no consequences (and believe me, a judge isn't going to explain it that nicely).
Finally, be aware that you are in one of the absolute most dangerous times for women in your position (having an ex with a R.O. against them who is starting to date again). Some 85% to 90% of cases of domestic violence related homicides I've ever worked on have come in situations exactly like yours. Do NOT underestimate the danger you're in - and not only you, but the new Mr. Wonderful too, and any children involved. I cannot stress more strongly how vital it is that you implement and regularly review a personal safety plan for yourself and your family. You can contact a domestic violence advocate near you or start with an outline plan at
http://www.aardvarc.org/dv/plan.shtml.