HR of company threatening to black list for not joining organization

I accepted a position with company say X last month.but after a month I changed my mind for not joining organization. I sent them apology letter for that. Now HR person revert me by saying that they will black list me in NASSCOM and AMCHAM as potential job hopper. In my employment history I changed only single job.i am continuously requesting them for not taking any hard action but they are continuously threatening me for this. I am depressed and worried about for future impact on my career.i am not able to understand if they are not my employer how they can do this.??