1. Anyone can threaten a lawsuit. That does not mean that their claims are legitimate or that they will prevail in a court of law.
2. There is a concept in the law known as "FAIR USE." You are free to copy from a protected work for purposes such as criticism, news reporting, teaching or research so long as the value of the copyrighted work is not diminished.
3. Would they really sue you? Probably not since (1) they are not losing any money because of your actions, (2) you probably don't have alot of money for them to get, (3) it would cost them alot of money to sue you, (4) there is no guarantee that they would win based on FAIR USE.
If it was me, I would ask them to put it in writing. Then I would scan their letter and publish it here for the whole world to see what a bunch of corporate *******s they are.
Don't be afraid just because someone threatens to sue you.
