“ The allegations of harassment were entirely conclusory. Appellees moved to dismiss, and appellants failed to respond, as was required by local court rules. These rules also stated that ' (f) ailure to respond may be good grounds for sustaining the motion.' D.C.W.D.Ky. Rule 5 (a) . We hold that in this procedural context the trial court could take appellants' conclusory allegations as insubstantial and could dismiss the complaint for failure to allege sufficient irreparable injury to justify federal intervention at this early stage. ”