How can oyu make the phone black calls that ring with the private number thing?

Getting a shit load of calls coming in all saying "Private Number Calling" then everytime I answer the fooker just hangs up and it's doing my nut in now! I've had to turn the phone onto silent, but now missed two calls I needed to take

Is there a way to block these private number calls, cos I can't find it in the phone menu, but I know it can be done as I have rung numbers before using the work phone (that is set not to send out the mobile number) and sometimes I get "this phone does not accept calls from withheld numbers" etc...