This is exactly what happened with my situation. The other person also made a few threats on the recorded messages, and I was advised to obtain a restraining order, which I did. It ends up he is now in jail for violating the restraining order -- and it was all based on phone calls! I had to provide evidence by way of an officer recording messages off of my cell phone that came from his cell phone.
Just hope that she didn't record the outgoing message from your phone.

