Before presenting the solution proper, it is worth nothing that aims at in this diagram. This is going to spell trouble for Black, the result is at least a favourable ko for White. So Black at a definitely is not going to be a solution.
However, playing directly at is also wrong. While it is not possible for White to approach at a, White can play at . If blocks, White can start a ko with .
Bill: When White can win the ko, Black will avoid it with .
Actually, if White wants to avoid a ko at all costs, it is still possible to create a seki with and . But this seki is gote for White, and also White loses points due to sacrifice of and .
Bill: Late in the game (where this position is likely to arise), this is the way for White to play if Black can win the ko.
If , then White has the option of playing for a peaceful seki or to start a ko at a. Or can just play elsewhere.
By now, it should be clear that is the only solution. See that White a means self-atari.
If , then can play elsewhere.
tries to bluff Black into thinking there is a ko. shows that with a connect-and-die, there isn't any ko.
NecRock?: Would it be a good idea for Black to take the ko anyway, once, to make White waste a threat?
unkx80: Not necessary a good idea. White can just play elsewhere, and then locally White has one more ko threat than before.
Eaglehelm: Not even a ko. The move captures two stones.