What can I do if another player bothers me? What if they still won't stop?

You can mute a player's chat by clicking the "mute chat" button under the player's information (below the send message and attack buttons).

It depends on what type of harassment the player is doing. If it's by verbal harassment/bothering, you can just simply mute this player on chat, block him from sending you messages both in forum and in-game. For more severe types of harassment, you can report it to game masters and admin with the necessary details and they will take the necessary actions.