I'm having a hard time deciding whether or not to switch schools. PLEASE HELP!!?

I have kind of a bully at school, they actually never really talk to me or have any contact with me, but I'm always afraid they're going to talk to me and get me in trouble because I "dated" his cousin. He just gave me a hard time about it the one and only time I talked to him. Does he even care? I want to change schools because I am so stressed about getting into trouble, but also, I don't want to change schools because it's a great school, and I have a lot of friends there, good grades, and good teachers. It's just about me stressing over this kid. I don't want to tell the counslers or teachers about him either. So what should I do, or can I just have some advice?