Nokia has added yet another feature to Lumia devices, the Call+SMS block feature allows you to go into your Call History and block those pest tele-marketer or an obsessive ex-girl/boyfriend or whatever situation you find yourself in for wanting to block a contact/number, I wouldn't judge you.
It's a nice tool and it's rolled out on devices with the Amber update, I just got it on my Lumia 1020.
Click on advanced; Here you can
- Choose to block hidden numbers.
- Set Live Tile to show when numbers are blocked
- Turn notifications on/off
Update your extras+info tool and then go back to settings, you should see the new call+SMS Block feature. If you don't, try rebooting your phone.
To add a number to the blocked list, go to your Call History and long press on the number you want to block and choose "block number" option.