What is the Proper Response to someone that is telling you that they would have no Remorse in killing you?

 If someone barks at me, I am known to bite back, sometimes harder than they bit me, just to prove a point and to try to stop the barking.
 If someone treats me bad and says something mean to me, like....oh I don`t know.....maybe something like 'I know how to kill you, dispose your body where no one will find it, get away with it and have no remorse in doing so' ...... I might in turn say something back just as terrible.
 It confuses me when, after I will say something back to that person, they get all offended, angry & vengeful towards me. Have they forgotten what they said to me? How do they think I am going to respond to that? Do they expect me to be all sweet & loving? Do they expect me to ignore it? Do they want me to not believe them? If that`s the case, then when do I believe them? When they said they loved me only minutes before, am I suppose to not believe that, but believe that they want to kill me or believe they love me but not believe that they want to kill me? Just what am I suppose to believe?
 Just what is the proper response to a loved one telling you they want to kill you, that you ruined their life, that they are not happy, that you are the root of the problem?