How to block a number on the iPhone 4 without adding them as a contact?

There's a number that I want to block but everytime I try to block it, it keeps saying block from your contacts. I don't want to add the number to my contacts however, is there a way I can block a number without adding them as my contact?

When the call shows in your recent list, tap the far right, then choose block. Call block is such a great feature.