I am constantly amazed/annoyed at how people get offended at TV licencing not believing they have no TV. This is because the vast majority of people who say they don't have a TV a lying thieves who expect the BBC TV they watch to pay for itself with magic f***ing beans.
If you don't have a TV just put them in the bin. Tell them you've no TV if you like but don't expect them to leave you alone, because, and don't take this personally, you're statistically likely to be lying.
And while I'm on this rant, I don't think they really threaten you, they just say what the penalties are. If you've no TV it's not really a threat, anymore than being aware of a crime and its punishment in any respect is a threat. Where I work I constantly deal with residents letters from TV licencing, and you just put them in the bin and show the bloke/woman in if they come round (unless you actually have a TV in which case just don't let them in, they have no right of entry. But I hope you feel guilty at such freeloading.)