Blocking calls on the iPhone seems simple—you alert AT&T of the numbers you want to block, and they set up the block for you. However, the carrier charges you $5 a month for the service, and it cannot block numbers that come up as "Private" on your caller ID. In order to block "Private" numbers, which are often telemarketers, you need to download a specific program and install it to your phone.
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Open your iPhone's Web browser. Visit the MCleaner application website. Purchase and download the application. The link is in the Resources section. As of 2010, the application costs $11.99. After the installation is done, turn your iPhone off, then back on.
Move the touch screen to the left to open your application menu. Click on the "MCleaner" icon to open the program.
Touch the "Profile" tab at the top of the screen and click "Settings."
Look for the "Call Options" tab. Next to the option that says "Private Number," move the tab to "Block." Do the same for the next option, "Unknown Numbers," if you want to block those as well. Click "Save" at the top right corner of the screen, and close the application.