I have a Droid X and I'm trying to set up an auto reject list and it looks like I have to download a third party app to do it. Am I missing something?
This depends on the features that come with your Droid X, as they may be slightly different than other brands of Android phones.
On my phone (Cyanogenmod 7.1 Gingerbread) there is a setting under
Others say in some contacts applications you can long-press a contact and choose to block them specifically.
Another good solution is to use Google Voice to handle calls and voicemail and such. It's not built in to begin with, but it's a Google service, so like second party.
Mr. Number. Options to block calls and/or texts. Gives you options of sending straight to VM or disconnecting. Very good at recognizing and blocking spam. I also set mine to divert unknown #s to VM. Figured if they wanted to talk bad enough, they wouldnt have their # blocked, lol. I realize this isnt native as you were asking, but much better than any native way.