What do I do my friend stole my money and is now refusing to give it back and is threating me (in high school)?

Well, you could make a police report against him and see if the cops will go and talk to him. Just to give him a little scare. Talking about fighting will only cause problems and is pretty immature. You can ask your parents to have a meeting with the kid and his parents. Otherwise, you will just have to chaulk this up to a lesson learned.