Yes. To use the number screening, in another words, add a specific number as unwanted, select Menu > Messages > Message settings > Number screening (or No. screening) > Options > Add number.
The phone calls and messages from such specific number are filtered, your phone does not ring and the messages go to Screened messages folder in Menu > Messages.
Note: The number screening is a network service. Contact your network operator or service provider for service availability and billing information.