Ok, I've found a way to stop witheld numbers that you dont want to answer.(UK users)
First you need a BT line with 'Anonymous Call Rejection' (cost �9.99 every 3 months (�39.94 per annum)
Then go Phone-edit-preferences-Divert Calls.
Enter your BT line phone number in the 'When not reachable'
When a Witheld number phones your mobile simply press 'Send Busy'
Your Anonymous caller is diverted to your BT line and the caller gets the message-
'the person you are calling is not accepting Anonymous calls, please redial not withelding your number.
If you want it so that all unanswered calls go through the 'filter' then set up an answer machine on your BT line, then go Phone-edit-preferences-Divert Calls.and add your BT number to the 'When busy' & when no reply'
Ok its not ideal (and wont be until some cleaver programer brings out an app for the P800), but it works a treat.
Hope this helps someone out there.
N