As recent court cases show, you need to pass along any such complaints, even if you think they're fairly mild, to the HR department.
Federal law says employers can be liable for employees' sexual harassment if they "knew or should have known" about the harassment but failed to act. Courts have said in recent years that an employer is considered to have "known" about harassment if any supervisors, not just HR, get wind of the harassment complaint.
Case in point: A female prison guard told her two supervisors that her co-workers used obscene language and propositioned her. She never filed an "official" complaint, but quit and sued for sexual harassment. The court sent her case to trial, even though she never formally complained, because it said the discussion with her two supervisors was "sufficient to notify" the employer.
Final tip: Remember that complaining employees don't need to use the word "harassment" to file a complaint. You must be able to identify when an informal gripe rises to the level of a possible harassment complaint.
Employee comments like "I didn't like the way he talked to me," and "He won't take 'No' for an answer" are enough to put you on notice. When in doubt, pass the complaint up the chain.