In most cases, you don't (unless the provider will do it for you or you have an ap that does so) but what you can do is make a contact and add the numbers to said contact and set the ringtone to vibrate or silent
Caller said he was with Family Protection Service and wanted to "give" me a free TV and all I had to do was allow them to advertise and they would also install some type of alarm system. Told them I was on the DO NOT CALL list (as good as that is) and to not call me again. Caller hung up.