You should have just let it go. Yelling "FU" back at him and riding up to the drivers side and asking if he would like to stop just escalated the situation. There are far too many instances of road rage getting out of control. Fortuneately in your case, no one got hurt, but you could have taken the opportunity to just let it go. He was wrong to begin with, but you know what they say about 2 wrongs...

Call the police, yes. Yell "FU" to the driver, no. But calling the police would probably have been worthless anyway.