Usually you can block a limited amount of numbers through the provider.
Or
Some phones have the ability to reject certain numbers in the system, not sure about the S3 though. If it's there it would likely be under the call settings.
So it depends on what you want to do.
Block or auto reject.
If all you want to do is auto reject a number, most good antivirus apps have that option if your phone doesn't. The call will be rejected as soon as it reaches your phone, but will usually result in them still be able to leave a message.
Calling your provider will usually result in the call being intercepted before it reaches your phone. I'm not sure if they can still leave a message though.