I assume that your windows phone is the latest update..
Before I go to a solution,
here's my phone extras & info
- Software release = Lumia Denim
- Firmware update notifier 220.127.116.11
- Lumia First Use Experience 18.104.22.168
- Rate Us 3..0.0.6
- SIM Unlock 22.214.171.124
- SpamFilter 126.96.36.199 >> check with your version, same as me or not?
If some software is not the same like my phone, then you should download the software namely SysApp Pusher, this software use to push notification new update software to your phone.
- Go to the settings.
- Open, call + SMS Filter, turn ON block call+sms.
- To block number, you just need tap and hold the number (in history or messaging) and block the number it's automatically add the number to "block number list" on call+sms filter.
Fyi, my phone is lumia 720 & os version (8.10.14219.341)