A good way to threaten somebody is to light a stick of dynamite. Then you call the guy and hold the burning fuse up to the phone. "Hear that?" you say. "That's dynamite, baby."
That is taken directly from an old episode of "Cheers" - Cliff Clavin gets tricked by the hustler "Harry" in the exact same way. It must have been one of the first 2-3 seasons of the show, so it's a pretty old trick.
