In case you do feel threatened, there are blue booths scattered around campus. Hit one and a Community Service Officer will show up within 15-20 minutes.
There is also a Police Department on campus. From your dorm in Hedrick, walk down De Neve Drive until you get to the front office of the De Neve dorms. Go down Bruin Walk, past Pauley Pavilion, until you reach Ackerman Union. Turn right and walk past the UCLA store until you see a brick building on your left with "Henry Samueli School of Engineering and Applied Sciences" on the front. There should be an intersection there, so go across to the UCLA Career Center (a tall brick building on the intersection of Strathmore Drive and Westwood Plaza) and the Police Department is next to it.