Users of the Nokia 920 Lumia do not have the option whereby they can filter out unwanted 
call and text messages. This is largely because of a technical loop hole that Microsoft had overlooked when they had installed the Windows operating system on the Nokia 920 Lumia phone.
Finally, Nokia has decided to address this issue by developing an update that will add this basic function once it has been installed on the phone. They have released a call + SMS filter that can easily be installed, here’s how:
Swipe towards the right side of the 920 screen
Scroll down the app list to the Settings tab
Tap the Settings option to open up the System menu
Scroll down the System menu to the “call+SMS” filter option
Tap the call+SMS” filter option and then follow the on screen instructions
These instructions are meant only for the Nokia 920 Lumia range of phones and if you are accessing the feature for the first time, you have to accept the privacy policy and the terms of conditions that will open up with two options of canceling or accepting them. This is the only way the filtering update will work and once installed you then have the option of blocking numbers.
