If on a computer, keep a record of the bullying message by using the ‘Print Screen’ key on your keyboard. If on a mobile device, use the camera.
Also … make sure your child know they must guard their computer and mobile device with password or PINs so that even the most casual text message or email cannot be copied or hijacked and used to bully someone else in their name.
There is also an excellent article on preventing different kinds of bullying (not just online) at momlovesbest.com/bullying-prevention
Please also see this article on teenage body image and self-esteem.