To figure out the IP it's coming from, the easiest way I know of is to get the person to click/view an image that you have some type of access to.
IMChaos offers something similar. If you send the person a link, and they click on it, you should be able to grab the IP address from IMChaos, if the person clicked on it. These are the profile links that append the other person's screen name to the link, but you can just send them the link without their screen name, and then check the IP address if they clicked. Compare the IP address of the click to a click from your ex's screen name to see if they're the same. It only works if the person clicks.
They can't get your IP address unless it's under similar circumstances. You'd have to click on a link in their profile or a link they sent...or attempt to directly connect, send a file, use audio, or use a webcam with them. There really aren't any worries if they have your IP address, unless your computer plugs in directly to the modem and you don't have any form of a firewall installed. If you use a router to connect multiple computers to the same connection, you'll be safe...unless the person holds a degree in computer engineering and has taken courses in security and encryption. You're pretty safe, except from the experts, and if someone threatens you about having your IP address, you can often just ignore them as trying to scare you or show off--I doubt they can do anything other than see if you host a webpage on your connection
The best that can be done for obtaining your precise location via IP, is to work for the company that provides your internet connection. Tech support often has access to check which IP addresses were assigned to a specific account, which is tied to your physical address. The closest that can be done is to use the world IP map webpage, but even then it only gives a city, or possibly a general location within the city. It doesn't give a physical address since that's near-impossible to know unless you're tech support or know where the person lives ahead of time...but their IP can change anyways.
The bottom line is--don't worry too much. Most of the "I have your IP address and can do bad things" are worthless threats of someone trying to show off. I see hundreds of attempts, each day, on my webserver and FTP server when people try to do "bad" things to my servers. I just shake my head at the server logs when I see someone try to login using "administrator" or someone trying to take control of my webserver in the least effective way possible. Almost everything that is attempted is just from someone who knows very little about computers, but likes to pretend being a hacker/cracker...so they try things and fail. At least it gives those lonely souls something to do in their free time, right?