Presently you cannot block phone numbers under T-Mobile unless you are using the Family Allowances plan and there is a fee ($2 per month at the time of this writing) for its use.
It will not block anonymous nor private callers and there is a limitation for up to 10 numbers only.
Old Answer:
It all depends on the phone now... I know on my HTC HD2, I can go into settings and block a number if I really wanted too.
Also, you might want to see if it is in your plan to do so, because I know select services like Call Waiting, Voicemail, etc. are apart of you plan. I have an unlimited everything plan, so I have every service available.
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