How should I deal with the threat of small three messages?

Legal analysis: negotiation can be conducted, and if negotiation fails, you can call the police or sue. Xiao San's behavior belongs to extortion.

Legal basis: Article 49 of the Law of People's Republic of China (PRC) on Public Security Administration Punishment, whoever steals, swindles, plunders, robs, extorts or intentionally damages public or private property shall be detained for more than five days and less than ten days, and may also be fined less than 500 yuan; If the circumstances are serious, they shall be detained for not less than 10 days but not more than 15 days, and may also be fined not more than 1,000 yuan.