There is a 3rd party app called Blacklist/Whitelist that can do that. There's also a voice mail service called YouMail that can do that and a lot more. You can find both by Googling their names.
Afaik, the only way is to buy an app from the CrackBerry store. It has blacklist and whitelist control. Sorry I don't know the name but will be one of the top listed apps.
Posted from my CrackBerry at wapforums.crackberry.com
YouMail, can sort of block calls. there you can add numbers and it can be on your block/ditch list, those numbers you added won't be able to leave a voicemail and if i can recall, the number won't show up on your cell phone.