You don't even have to post that you've reported him. You can just report the post and leave it at that. Besides, the first thing I do when I log on is go to our administration page and see if any posts have been reported, anyway, and if there are, I take care of them (unless Cap beats me to it).
So while you can quote them and reply that you've reported them if you want to, it's not really necessary. You can just click "report," fill in the little form, submit, and pay it no further mind.