The auto reject list has been set up okay. Somehow, the number in the list still coming thru the incoming call.
Here are the step by step instructions on how to setup auto reject. See if you're doing the same process:
1. In Idle mode, open the application list and select
Settings → Call settings → All calls → Auto reject.
2. Select Enable auto reject to activate auto rejection.
3. Select Auto reject list.
4. Press Menu → Create
5. Enter a number to reject and select Save.