I'm pretty sure that our harassment policy stipulated that if you found something offensive then you had to let the person know before taking up official channels. (So as PP have said).

So yeah, I'd ask if you could have a word with him then tell him that his comments are making you uncomfortable and you'd like him to stop commenting on your appearance. Don't feel you need to justify it, just use words like "uncomfortable", "inappropriate" etc. If he really wants to argue the toss, I'd tell him that I'd be making a note that you had this conversation and will be making a note of any more comments he makes.