If you didn't receive the services you paid for then you have every right to dispute the charges.
I sure wouldn't let their threats scare me. If anything I would bet their threats are either illegal or bordering on illegal. You paid for a service and didn't receive it and now you wish to dispute the charges. What exactly are they going to press charges against you for? There is nothing! You are the victim here. Don't let scriptlance scare or intimidate you with their intimidating threats.
I just read this on scriptlance: "Members may not file a complaint with one of our payment processors, including PayPal or 2checkout, regarding the funds deposited into their account. " I can't believe that is legal and would hold up in court. You may need a lawyer or research the payment processor used to see if that statement goes against their TOU. I can't believe someone, like for example PayPal, would allow this.
You should carefully read any contracts and TOU you agreed to and see if their is a stipulation for paying for partially completed work. Problem for you is that a partially completed program that doesn't work is usually just as useless as having nothing.
Just based on that statement from scriptlance they seem like an unethical company and borderline scam.