UPDATE - Nice swift response from the o2 Twitter team who have already spoken to our mate "Fred"
...and then backtracked once I had told them what they were telling me would void my warranty. Full transcript below!
Welcome to O2. Someone will be with you soon.
You're through to Fred.
Fred: Hi I'm Fred. How can I help?
Ashley: I keep getting called by this number 033 3344 0272, I did a google search and it seems like it is some sort of scam
Ashley: is there anyway to block their calls?
Fred: Yes, you can block it. I'd like to inform you that its a handset feature and you can find the steps in your user manual.
Ashley: I am on an iPhone and not aware of that feature
Fred: Let me help you with the steps.
Fred: Make sure the data connection on the iPhone is turned on. This means that regardless of whether the phone is connected to a Wi-Fi, EDGE or 3G network, it must be connected to at least one of these three. If it is not, it will not be able to complete the steps required to download iBlacklist
Fred: Look for the Cydia application on the iPhone and press the icon with your finger. This icon is often kept somewhere close to the first application page because it is needed to download jailbroken applications.
Fred: Wait a few moments until Cydia completely loads. After it loads, locate and click on the "Sections" link on the page. After this is clicked on, a new page will open.
Fred: On the scrollable list on the new page, scroll down until reaching the selection that says "Utilities." Select it by pressing on it. On the next page, scroll down to the letter "i." There you will be able to find the iBlacklist package.
Fred: Select "iBlacklist" and install it. After it has installed, click on the new "iBlacklist" icon on your phone.
Fred: When the application opens, click on "blacklist." Then enter the number(s) you want to block and press "Enter." You no longer will receive calls from the numbers you have blocked.
Ashley: seriously suggesting i jailbreak my iphone?
Fred: Yes, you need to follow the instructions for block a number.
Ashley: but you are aware that voids my warranty?
Fred: No, if you'll download it , your warranty will still remain .
Ashley: but you must jailbreak your iphone to get cydia?
Ashley: and jailbreaking voids your warranty
Fred: Okay, then please don't try these steps and please visit on below link and they'll block that number from backend.