Most phones have an option to block certain types of calls in them, however it is usually only for "Unknown" calls/number.
There are apps out there that you can get and install that will give you the option to block "Private" calls, as well as blocking certain SMS (text) messages.
Also, most carriers/service providers can be called and asked to block private calls for your phone. Some even have the option to make that change from your account on their website.