A 3rd party app would probably be your best bet, I haven't used any personally so I can't make any recommendations. Check the 3rd party app part of the forums, know there is plenty out there. As for anything native on the phone itself, I don't believe there is anything that would do this for you short of hitting the end button or silencing it and letting it go to voicemail itself
There are a few of those promising call blockers, give each a trial in app world via the search function and also the crackberry superstore.
If none of them work, then just ignore the call, if it gets worse, tell them to stop calling you entirely, if not, change the number, but before doing that, have the police investigate if it's harassment or threats.
Posted from my CrackBerry at wapforums.crackberry.com
SmrtGuard is another one that features call blocking and direct sending to voicemail, It's 3.99 a month but you get some additional features like data backup, device location and tracking and some other goodies, It would be worth taking a look at if you have a need for any of those other features as well.
Call control blacklist lite can be downloaded from the blackberry app world app for free.it will block upto 5 numbers and if you upgrade to the pro version 2.0 its unlimited numbers.you can set it to auto hang up.bothersome callers wont even get to voicemail............I use this feature on my wife a lot
another simple solution is to create/download a "special" ringtone for that contact/person. Basically their ringtone is 2 seconds of silence, so that way whenever they call, it won't disturb you even if you have your phone on loud.
YouMail does it if you use their app instead of VisualVoicemail.
It also give you the ability to to send all calls to Voicemail and switch your voicemail message depending on the situation. Like, if you are in a meeting, you can go into the app, choose the "In a Meeting" greeting, and send all your calls to voicemail.
You can also tell it to not let certian numbers even leave a voicemail. I do that with my ex-wife! If she ever calls, she gets a greeting that says "B!tch Stop Calling me" and her call is DUMPED without being allowed to leave a message.
And, most of these features are available on the free service (What I use).
Find is in app world, look for "YouMail" - then go to YouMail.com to set up your account.