I'm taking courses online and my professor won't grade my assignments. How do I approach this?

Did he actually say to you that he's "refusing" to grade YOUR papers? Did he tell you he "will not" send YOUR paper back to you, or is this what you are thinking? I would contact the head of the department about my concerns (if you feel it's absolutely necessary) but you must choose your words carefully. If he did not say/write that he's refusing, then you cannot say that if it's not true. He could be ill or something else that's delaying his response.