Yes. To use number screening, to add a specific number as unwanted, select Menu > Messaging > Options > Message settings > General settings > Number screening > Choose > Options > Add number

The calls and messages from the specified number are filtered, your phone doesn't ring, and the messages go to the Screened messages folder in Menu > Messaging > Options > Screened messages

Note: Number screening is a network service. For service availability and billing info, contact your network operator or service provider.